UniCredit Call 13.5 ENI 18.12.2024
/ DE000HC7RGJ5
UniCredit Call 13.5 ENI 18.12.202.../ DE000HC7RGJ5 /
| 2024-07-25 8:55:00 PM |
Chg.- |
Bid9:45:28 AM |
Ask9:45:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
1.250
Bid Size: 60,000 |
1.260
Ask Size: 60,000 |
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: |
0.900 |
| High: |
0.990 |
| Low: |
0.880 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.59% |
| 1 Month |
|
|
-17.09% |
| 3 Months |
|
|
-53.37% |
| YTD |
|
|
-59.07% |
| 1 Year |
|
|
-23.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.910 |
| 1M High / 1M Low: |
1.430 |
0.910 |
| 6M High / 6M Low: |
2.410 |
0.750 |
| High (YTD): |
2024-01-02 |
2.440 |
| Low (YTD): |
2024-06-14 |
0.750 |
| 52W High: |
2023-11-02 |
2.720 |
| 52W Low: |
2024-06-14 |
0.750 |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.756 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
142.57% |
| Volatility 6M: |
|
121.75% |
| Volatility 1Y: |
|
107.38% |
| Volatility 3Y: |
|
- |
