UC WAR. CALL 12/24 ENI/ DE000HC84242 /
| 08/11/2024 21:46:05 | Chg.-0.0600 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | -23.08% | 0.1800 Bid Size: 15,000 |
0.2200 Ask Size: 15,000 |
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: | 63.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.17 |
| Parity: | -0.27 |
| Time value: | 0.22 |
| Break-even: | 14.42 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.04 |
| Spread %: | 22.22% |
| Delta: | 0.40 |
| Theta: | 0.00 |
| Omega: | 25.41 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2000 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.03% | ||
|---|---|---|---|
| 1 Month | -61.54% | ||
| 3 Months | -72.22% | ||
| YTD | -89.30% | ||
| 1 Year | -87.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2900 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.6200 | 0.2000 |
| 6M High / 6M Low: | 1.4200 | 0.2000 |
| High (YTD): | 02/01/2024 | 1.9300 |
| Low (YTD): | 08/11/2024 | 0.2000 |
| 52W High: | 02/01/2024 | 1.9300 |
| 52W Low: | 08/11/2024 | 0.2000 |
| Avg. price 1W: | 0.2560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4130 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6680 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0241 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 224.92% | |
| Volatility 6M: | 202.80% | |
| Volatility 1Y: | 166.19% | |
| Volatility 3Y: | - |
