UC WAR. CALL 12/24 ENI/ DE000HC84242 /
| 2024-07-26 9:46:03 PM | Chg.+0.2600 | Bid9:59:33 PM | Ask9:59:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8600EUR | +43.33% | 0.8500 Bid Size: 10,000 |
0.8900 Ask Size: 10,000 |
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: | 16.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.17 |
| Parity: | 0.29 |
| Time value: | 0.60 |
| Break-even: | 15.09 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 4.71% |
| Delta: | 0.64 |
| Theta: | 0.00 |
| Omega: | 10.49 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.8800 |
| Low: | 0.7100 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +45.76% | ||
|---|---|---|---|
| 1 Month | +7.50% | ||
| 3 Months | -44.87% | ||
| YTD | -54.01% | ||
| 1 Year | -15.69% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 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: | 0.6360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7241 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0522 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3398 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 211.90% | |
| Volatility 6M: | 151.11% | |
| Volatility 1Y: | 126.77% | |
| Volatility 3Y: | - |
