UC WAR. CALL 12/24 ENI/ DE000HC84242 /
30/08/2024 21:47:16 | Chg.-0.0200 | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8100EUR | -2.41% | 0.8100 Bid Size: 10,000 |
0.8500 Ask Size: 10,000 |
ENI S.P.A. | 14.20 - | 18/12/2024 | Call |
Master data
WKN: | HC8424 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.20 - |
Maturity: | 18/12/2024 |
Issue date: | 19/07/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 17.84 |
Leverage: | Yes |
Calculated values
Fair value: | 1.01 |
---|---|
Intrinsic value: | 0.61 |
Implied volatility: | 0.10 |
Historic volatility: | 0.17 |
Parity: | 0.61 |
Time value: | 0.22 |
Break-even: | 15.03 |
Moneyness: | 1.04 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 5.06% |
Delta: | 0.84 |
Theta: | 0.00 |
Omega: | 14.96 |
Rho: | 0.03 |
Quote data
Open: | 0.9000 |
---|---|
High: | 0.9200 |
Low: | 0.8000 |
Previous Close: | 0.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.85% | ||
---|---|---|---|
1 Month | -10.99% | ||
3 Months | -10.99% | ||
YTD | -56.68% | ||
1 Year | -38.64% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8700 | 0.7800 |
---|---|---|
1M High / 1M Low: | 0.9900 | 0.5600 |
6M High / 6M Low: | 1.8700 | 0.4700 |
High (YTD): | 02/01/2024 | 1.9300 |
Low (YTD): | 14/06/2024 | 0.4700 |
52W High: | 02/11/2023 | 2.2600 |
52W Low: | 14/06/2024 | 0.4700 |
Avg. price 1W: | 0.8200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7543 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9958 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.3070 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 165.89% | |
Volatility 6M: | 154.75% | |
Volatility 1Y: | 132.89% | |
Volatility 3Y: | - |