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UniCredit Call 13.5 ENI 18.12.202.../  DE000HC7RGJ5  /

Frankfurt Zert./HVB
05/07/2024  19:35:11 Chg.-0.140 Bid21:59:00 Ask21:59:00 Underlying Strike price Expiration date Option type
1.300EUR -9.72% 1.310
Bid Size: 8,000		 1.350
Ask Size: 8,000		 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: 10.79
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 0.95
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 0.95
Time value: 0.39
Break-even: 14.84
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 3.08%
Delta: 0.81
Theta: 0.00
Omega: 8.72
Rho: 0.05
 

Quote data

Open: 1.460
High: 1.460
Low: 1.300
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.17%
1 Month  
+25.00%
3 Months
  -44.21%
YTD
  -45.15%
1 Year  
+25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.300
1M High / 1M Low: 1.440 0.750
6M High / 6M Low: 2.400 0.750
High (YTD): 02/01/2024 2.470
Low (YTD): 14/06/2024 0.750
52W High: 02/11/2023 2.730
52W Low: 14/06/2024 0.750
Avg. price 1W:   1.368
Avg. volume 1W:   0.000
Avg. price 1M:   1.104
Avg. volume 1M:   0.000
Avg. price 6M:   1.564
Avg. volume 6M:   49.606
Avg. price 1Y:   1.768
Avg. volume 1Y:   24.706
Volatility 1M:   145.72%
Volatility 6M:   119.40%
Volatility 1Y:   103.80%
Volatility 3Y:   -