UC WAR. CALL 12/24 ENI/ DE000HC94738 /
30/08/2024 21:45:29 | Chg.-0.0030 | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0870EUR | -3.33% | 0.0700 Bid Size: 15,000 |
0.1100 Ask Size: 15,000 |
ENI S.P.A. | 16.80 - | 18/12/2024 | Call |
Master data
WKN: | HC9473 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.80 - |
Maturity: | 18/12/2024 |
Issue date: | 07/09/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 133.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.17 |
Parity: | -2.13 |
Time value: | 0.11 |
Break-even: | 16.91 |
Moneyness: | 0.87 |
Premium: | 0.15 |
Premium p.a.: | 0.61 |
Spread abs.: | 0.04 |
Spread %: | 57.14% |
Delta: | 0.14 |
Theta: | 0.00 |
Omega: | 18.72 |
Rho: | 0.01 |
Quote data
Open: | 0.0800 |
---|---|
High: | 0.1000 |
Low: | 0.0800 |
Previous Close: | 0.0900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.10% | ||
---|---|---|---|
1 Month | -27.50% | ||
3 Months | -48.82% | ||
YTD | -86.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1100 | 0.0770 |
---|---|---|
1M High / 1M Low: | 0.1200 | 0.0770 |
6M High / 6M Low: | 0.5500 | 0.0620 |
High (YTD): | 02/01/2024 | 0.6800 |
Low (YTD): | 16/07/2024 | 0.0620 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0910 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0986 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2019 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 264.21% | |
Volatility 6M: | 216.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |