UC WAR. CALL 12/24 ENI/ DE000HC94720 /
| 2024-07-26 9:45:18 PM | Chg.+0.0400 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | +33.33% | 0.1400 Bid Size: 15,000 |
0.1800 Ask Size: 15,000 |
ENI S.P.A. | 16.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC9472 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-07 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 80.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.17 |
| Parity: | -2.01 |
| Time value: | 0.18 |
| Break-even: | 16.68 |
| Moneyness: | 0.88 |
| Premium: | 0.15 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.04 |
| Spread %: | 28.57% |
| Delta: | 0.19 |
| Theta: | 0.00 |
| Omega: | 15.45 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1400 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +45.45% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -65.96% | ||
| YTD | -78.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.0990 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.0750 |
| 6M High / 6M Low: | 0.6500 | 0.0750 |
| High (YTD): | 2024-01-02 | 0.7700 |
| Low (YTD): | 2024-07-16 | 0.0750 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1178 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1347 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2789 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 252.68% | |
| Volatility 6M: | 200.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
