UC WAR. CALL 12/24 ENI/ DE000HC96BV8 /
2024-11-07 9:47:00 PM | Chg.+0.0010 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0380EUR | +2.70% | 0.0190 Bid Size: 15,000 |
0.0610 Ask Size: 15,000 |
ENI S.P.A. | 15.80 - | 2024-12-18 | Call |
Master data
WKN: | HC96BV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.80 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-11 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 233.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.17 |
Parity: | -1.80 |
Time value: | 0.06 |
Break-even: | 15.86 |
Moneyness: | 0.89 |
Premium: | 0.13 |
Premium p.a.: | 2.03 |
Spread abs.: | 0.04 |
Spread %: | 233.33% |
Delta: | 0.10 |
Theta: | 0.00 |
Omega: | 24.23 |
Rho: | 0.00 |
Quote data
Open: | 0.0200 |
---|---|
High: | 0.0380 |
Low: | 0.0200 |
Previous Close: | 0.0370 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -25.49% | ||
---|---|---|---|
1 Month | -70.77% | ||
3 Months | -82.73% | ||
YTD | -96.16% | ||
1 Year | -95.87% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0510 | 0.0370 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0370 |
6M High / 6M Low: | 0.6100 | 0.0370 |
High (YTD): | 2024-01-05 | 1.0400 |
Low (YTD): | 2024-11-06 | 0.0370 |
52W High: | 2023-11-13 | 1.0500 |
52W Low: | 2024-11-06 | 0.0370 |
Avg. price 1W: | 0.0428 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0832 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1982 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4317 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 226.47% | |
Volatility 6M: | 248.84% | |
Volatility 1Y: | 206.92% | |
Volatility 3Y: | - |