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UniCredit Call 13.5 ENI 18.12.202.../  DE000HC7RGJ5  /

Frankfurt Zert./HVB
2024-07-26  5:41:28 PM Chg.+0.310 Bid6:00:19 PM Ask6:00:19 PM Underlying Strike price Expiration date Option type
1.300EUR +31.31% 1.320
Bid Size: 15,000		 1.340
Ask Size: 15,000		 ENI S.P.A. 13.50 - 2024-12-18 Call
 

Master data

WKN: HC7RGJ
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 13.50 -
Maturity: 2024-12-18
Issue date: 2023-06-28
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.61
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.52
Implied volatility: 0.18
Historic volatility: 0.17
Parity: 0.52
Time value: 0.51
Break-even: 14.53
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.10
Spread %: 10.75%
Delta: 0.70
Theta: 0.00
Omega: 9.51
Rho: 0.03
 

Quote data

Open: 1.330
High: 1.360
Low: 1.250
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+39.78%
1 Month  
+10.17%
3 Months
  -37.50%
YTD
  -45.15%
1 Year  
+3.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.930
1M High / 1M Low: 1.440 0.930
6M High / 6M Low: 2.400 0.750
High (YTD): 2024-01-02 2.470
Low (YTD): 2024-06-14 0.750
52W High: 2023-11-02 2.730
52W Low: 2024-06-14 0.750
Avg. price 1W:   0.958
Avg. volume 1W:   0.000
Avg. price 1M:   1.135
Avg. volume 1M:   0.000
Avg. price 6M:   1.482
Avg. volume 6M:   49.606
Avg. price 1Y:   1.758
Avg. volume 1Y:   24.609
Volatility 1M:   136.59%
Volatility 6M:   123.78%
Volatility 1Y:   106.79%
Volatility 3Y:   -