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UniCredit Call 13.5 ENI 18.12.202.../  DE000HC7RGJ5  /

Frankfurt Zert./HVB
12/11/2024  09:37:54 Chg.-0.050 Bid09:49:55 Ask09:49:55 Underlying Strike price Expiration date Option type
0.540EUR -8.47% 0.540
Bid Size: 60,000		 0.550
Ask Size: 60,000		 ENI S.P.A. 13.50 - 18/12/2024 Call
 

Master data

WKN: HC7RGJ
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 13.50 -
Maturity: 18/12/2024
Issue date: 28/06/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.61
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.43
Implied volatility: 0.17
Historic volatility: 0.17
Parity: 0.43
Time value: 0.16
Break-even: 14.09
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.75
Theta: 0.00
Omega: 17.63
Rho: 0.01
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.40%
1 Month
  -49.06%
3 Months
  -57.14%
YTD
  -77.22%
1 Year
  -75.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.530
1M High / 1M Low: 1.070 0.530
6M High / 6M Low: 1.930 0.530
High (YTD): 02/01/2024 2.470
Low (YTD): 08/11/2024 0.530
52W High: 02/01/2024 2.470
52W Low: 08/11/2024 0.530
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.786
Avg. volume 1M:   0.000
Avg. price 6M:   1.069
Avg. volume 6M:   0.000
Avg. price 1Y:   1.443
Avg. volume 1Y:   24.706
Volatility 1M:   191.80%
Volatility 6M:   174.13%
Volatility 1Y:   143.54%
Volatility 3Y:   -