UC WAR. CALL 12/24 ENI/ DE000HC84242 /
| 2024-07-26 1:45:15 PM | Chg.+0.2400 | Bid1:53:09 PM | Ask1:53:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8400EUR | +40.00% | 0.8300 Bid Size: 80,000 |
0.8400 Ask Size: 80,000 |
ENI S.P.A. | 14.20 - | 2024-12-18 | Call |
Master data
| WKN: | HC8424 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.20 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.17 |
| Parity: | -0.18 |
| Time value: | 0.65 |
| Break-even: | 14.85 |
| Moneyness: | 0.99 |
| Premium: | 0.06 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.10 |
| Spread %: | 18.18% |
| Delta: | 0.53 |
| Theta: | 0.00 |
| Omega: | 11.39 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.8400 |
| Low: | 0.7100 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +42.37% | ||
|---|---|---|---|
| 1 Month | +10.53% | ||
| 3 Months | -46.15% | ||
| YTD | -55.08% | ||
| 1 Year | -14.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6000 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.5500 |
| 6M High / 6M Low: | 1.8700 | 0.4700 |
| High (YTD): | 2024-01-02 | 1.9300 |
| Low (YTD): | 2024-06-14 | 0.4700 |
| 52W High: | 2023-11-02 | 2.2600 |
| 52W Low: | 2024-06-14 | 0.4700 |
| Avg. price 1W: | 0.5820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7195 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0557 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3403 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 148.27% | |
| Volatility 6M: | 138.82% | |
| Volatility 1Y: | 119.56% | |
| Volatility 3Y: | - |
