UC WAR. CALL 12/24 ENI/ DE000HC84259 /
30/08/2024 21:46:39 | Chg.-0.0100 | Bid21:59:12 | Ask21:59:12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4900EUR | -2.00% | 0.4800 Bid Size: 14,000 |
0.5200 Ask Size: 14,000 |
ENI S.P.A. | 14.80 - | 18/12/2024 | Call |
Master data
WKN: | HC8425 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.80 - |
Maturity: | 18/12/2024 |
Issue date: | 19/07/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 28.22 |
Leverage: | Yes |
Calculated values
Fair value: | 0.57 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.16 |
Historic volatility: | 0.17 |
Parity: | -0.13 |
Time value: | 0.52 |
Break-even: | 15.32 |
Moneyness: | 0.99 |
Premium: | 0.04 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.04 |
Spread %: | 8.33% |
Delta: | 0.53 |
Theta: | 0.00 |
Omega: | 14.88 |
Rho: | 0.02 |
Quote data
Open: | 0.5400 |
---|---|
High: | 0.5700 |
Low: | 0.4900 |
Previous Close: | 0.5000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.26% | ||
---|---|---|---|
1 Month | -24.62% | ||
3 Months | -28.99% | ||
YTD | -67.11% | ||
1 Year | -51.96% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5500 | 0.4800 |
---|---|---|
1M High / 1M Low: | 0.6500 | 0.3500 |
6M High / 6M Low: | 1.4700 | 0.3100 |
High (YTD): | 02/01/2024 | 1.5600 |
Low (YTD): | 14/06/2024 | 0.3100 |
52W High: | 18/10/2023 | 1.9200 |
52W Low: | 14/06/2024 | 0.3100 |
Avg. price 1W: | 0.5040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4709 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7011 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.0007 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 186.68% | |
Volatility 6M: | 172.04% | |
Volatility 1Y: | 147.59% | |
Volatility 3Y: | - |