UC WAR. CALL 12/24 ENI/ DE000HC84242 /
| 04/10/2024 21:45:47 | Chg.+0.0800 | Bid21:59:36 | Ask21:59:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | +13.79% | 0.5700 Bid Size: 12,000 |
0.7400 Ask Size: 12,000 |
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: | 19.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 0.12 |
| Time value: | 0.62 |
| Break-even: | 14.94 |
| Moneyness: | 1.01 |
| Premium: | 0.04 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.17 |
| Spread %: | 29.82% |
| Delta: | 0.58 |
| Theta: | 0.00 |
| Omega: | 11.17 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6700 |
| Low: | 0.5900 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +112.90% | ||
|---|---|---|---|
| 1 Month | +57.14% | ||
| 3 Months | -24.14% | ||
| YTD | -64.71% | ||
| 1 Year | -60.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.2900 |
| 6M High / 6M Low: | 1.8700 | 0.2900 |
| High (YTD): | 02/01/2024 | 1.9300 |
| Low (YTD): | 26/09/2024 | 0.2900 |
| 52W High: | 02/11/2023 | 2.2600 |
| 52W Low: | 26/09/2024 | 0.2900 |
| Avg. price 1W: | 0.5060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4362 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8655 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1780 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 267.66% | |
| Volatility 6M: | 183.32% | |
| Volatility 1Y: | 152.90% | |
| Volatility 3Y: | - |
