UC WAR. CALL 12/24 ENI/ DE000HC84267 /
8/9/2024 9:46:01 PM | Chg.0.0000 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3400EUR | 0.00% | 0.3300 Bid Size: 15,000 |
0.3700 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: | 39.63 |
Leverage: | Yes |
Calculated values
Fair value: | 0.30 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.17 |
Parity: | -0.93 |
Time value: | 0.36 |
Break-even: | 15.56 |
Moneyness: | 0.94 |
Premium: | 0.09 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.04 |
Spread %: | 12.50% |
Delta: | 0.35 |
Theta: | 0.00 |
Omega: | 13.87 |
Rho: | 0.02 |
Quote data
Open: | 0.3200 |
---|---|
High: | 0.3400 |
Low: | 0.3200 |
Previous Close: | 0.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.33% | ||
---|---|---|---|
1 Month | +9.68% | ||
3 Months | -55.84% | ||
YTD | -73.23% | ||
1 Year | -56.96% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3400 | 0.2500 |
---|---|---|
1M High / 1M Low: | 0.4900 | 0.2200 |
6M High / 6M Low: | 1.2300 | 0.2200 |
High (YTD): | 1/5/2024 | 1.3300 |
Low (YTD): | 7/16/2024 | 0.2200 |
52W High: | 10/18/2023 | 1.7000 |
52W Low: | 7/16/2024 | 0.2200 |
Avg. price 1W: | 0.2980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3191 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5770 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.8611 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 278.30% | |
Volatility 6M: | 185.50% | |
Volatility 1Y: | 152.72% | |
Volatility 3Y: | - |