UC WAR. CALL 12/24 ENI/ DE000HC84259 /
| 2024-07-26 5:45:30 PM | Chg.+0.1800 | Bid6:28:38 PM | Ask6:28:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | +46.15% | 0.5600 Bid Size: 25,000 |
0.5800 Ask Size: 25,000 |
ENI S.P.A. | 14.80 - | 2024-12-18 | Call |
Master data
| WKN: | HC8425 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.80 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | -0.78 |
| Time value: | 0.44 |
| Break-even: | 15.24 |
| Moneyness: | 0.95 |
| Premium: | 0.09 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.10 |
| Spread %: | 29.41% |
| Delta: | 0.39 |
| Theta: | 0.00 |
| Omega: | 12.54 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5100 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +54.05% | ||
|---|---|---|---|
| 1 Month | +14.00% | ||
| 3 Months | -52.10% | ||
| YTD | -61.75% | ||
| 1 Year | -26.92% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.3200 |
| 6M High / 6M Low: | 1.4700 | 0.3100 |
| High (YTD): | 2024-01-02 | 1.5600 |
| Low (YTD): | 2024-06-14 | 0.3100 |
| 52W High: | 2023-10-18 | 1.9200 |
| 52W Low: | 2024-06-14 | 0.3100 |
| Avg. price 1W: | 0.3700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4659 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7641 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0418 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 177.35% | |
| Volatility 6M: | 155.97% | |
| Volatility 1Y: | 133.17% | |
| Volatility 3Y: | - |
