UC WAR. CALL 12/24 ENI/ DE000HC94712 /
30/08/2024 21:47:16 | Chg.0.0000 | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1400EUR | 0.00% | 0.1200 Bid Size: 15,000 |
0.1600 Ask Size: 15,000 |
ENI S.P.A. | 16.20 - | 18/12/2024 | Call |
Master data
WKN: | HC9471 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.20 - |
Maturity: | 18/12/2024 |
Issue date: | 07/09/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 92.54 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.17 |
Historic volatility: | 0.17 |
Parity: | -1.39 |
Time value: | 0.16 |
Break-even: | 16.36 |
Moneyness: | 0.91 |
Premium: | 0.10 |
Premium p.a.: | 0.39 |
Spread abs.: | 0.04 |
Spread %: | 33.33% |
Delta: | 0.21 |
Theta: | 0.00 |
Omega: | 19.66 |
Rho: | 0.01 |
Quote data
Open: | 0.1400 |
---|---|
High: | 0.1600 |
Low: | 0.1400 |
Previous Close: | 0.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.69% | ||
---|---|---|---|
1 Month | -30.00% | ||
3 Months | -41.67% | ||
YTD | -83.13% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.1300 |
---|---|---|
1M High / 1M Low: | 0.2300 | 0.1200 |
6M High / 6M Low: | 0.7600 | 0.0940 |
High (YTD): | 02/01/2024 | 0.8800 |
Low (YTD): | 16/07/2024 | 0.0940 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1557 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2933 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 223.42% | |
Volatility 6M: | 201.07% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |