UC WAR. CALL 12/24 ENI/ DE000HC84267 /
| 9/13/2024 9:45:28 PM | Chg.+0.0200 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | +16.67% | 0.1200 Bid Size: 15,000 |
0.1600 Ask Size: 15,000 |
ENI S.P.A. | 15.20 - | 12/18/2024 | Call |
Master data
| WKN: | HC8426 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.20 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/19/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 87.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.18 |
| Parity: | -1.19 |
| Time value: | 0.16 |
| Break-even: | 15.36 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.04 |
| Spread %: | 33.33% |
| Delta: | 0.23 |
| Theta: | 0.00 |
| Omega: | 19.80 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.65% | ||
|---|---|---|---|
| 1 Month | -54.84% | ||
| 3 Months | -39.13% | ||
| YTD | -88.98% | ||
| 1 Year | -90.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.1200 |
| 6M High / 6M Low: | 1.2300 | 0.1200 |
| High (YTD): | 1/5/2024 | 1.3300 |
| Low (YTD): | 9/12/2024 | 0.1200 |
| 52W High: | 10/18/2023 | 1.7000 |
| 52W Low: | 9/12/2024 | 0.1200 |
| Avg. price 1W: | 0.1360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2691 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5148 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7965 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 215.03% | |
| Volatility 6M: | 192.85% | |
| Volatility 1Y: | 163.31% | |
| Volatility 3Y: | - |
