UniCredit Call 13.8 ENI 18.12.2024
/ DE000HC84234
UniCredit Call 13.8 ENI 18.12.202.../ DE000HC84234 /
8/30/2024 8:53:20 PM |
Chg.+0.02 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
+1.87% |
1.10 Bid Size: 8,000 |
1.14 Ask Size: 8,000 |
ENI S.P.A. |
13.80 - |
12/18/2024 |
Call |
Master data
WKN: |
HC8423 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.80 - |
Maturity: |
12/18/2024 |
Issue date: |
7/19/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.15 |
Historic volatility: |
0.17 |
Parity: |
0.87 |
Time value: |
0.27 |
Break-even: |
14.94 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
3.64% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
10.59 |
Rho: |
0.03 |
Quote data
Open: |
1.21 |
High: |
1.21 |
Low: |
1.05 |
Previous Close: |
1.07 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.81% |
1 Month |
|
|
-14.84% |
3 Months |
|
|
-12.80% |
YTD |
|
|
-49.30% |
1 Year |
|
|
-25.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.15 |
1.06 |
1M High / 1M Low: |
1.28 |
0.78 |
6M High / 6M Low: |
2.16 |
0.61 |
High (YTD): |
1/2/2024 |
2.22 |
Low (YTD): |
6/14/2024 |
0.61 |
52W High: |
10/18/2023 |
2.52 |
52W Low: |
6/14/2024 |
0.61 |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
700 |
Avg. price 1M: |
|
0.98 |
Avg. volume 1M: |
|
152.17 |
Avg. price 6M: |
|
1.23 |
Avg. volume 6M: |
|
27.13 |
Avg. price 1Y: |
|
1.54 |
Avg. volume 1Y: |
|
13.67 |
Volatility 1M: |
|
168.22% |
Volatility 6M: |
|
147.41% |
Volatility 1Y: |
|
126.92% |
Volatility 3Y: |
|
- |