UniCredit Call 13.8 ENI 18.12.2024
/ DE000HC84234
UniCredit Call 13.8 ENI 18.12.202.../ DE000HC84234 /
7/26/2024 2:42:38 PM |
Chg.+0.330 |
Bid3:58:19 PM |
Ask3:58:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
+41.77% |
1.140 Bid Size: 60,000 |
1.150 Ask Size: 60,000 |
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: |
16.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
0.22 |
Time value: |
0.63 |
Break-even: |
14.65 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.10 |
Spread %: |
13.33% |
Delta: |
0.63 |
Theta: |
0.00 |
Omega: |
10.34 |
Rho: |
0.03 |
Quote data
Open: |
1.040 |
High: |
1.120 |
Low: |
1.040 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.42% |
1 Month |
|
|
+15.46% |
3 Months |
|
|
-39.46% |
YTD |
|
|
-47.91% |
1 Year |
|
|
-0.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.730 |
1M High / 1M Low: |
1.210 |
0.730 |
6M High / 6M Low: |
2.160 |
0.610 |
High (YTD): |
1/2/2024 |
2.220 |
Low (YTD): |
6/14/2024 |
0.610 |
52W High: |
10/18/2023 |
2.520 |
52W Low: |
6/14/2024 |
0.610 |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.930 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.283 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.563 |
Avg. volume 1Y: |
|
13.672 |
Volatility 1M: |
|
157.10% |
Volatility 6M: |
|
130.85% |
Volatility 1Y: |
|
113.78% |
Volatility 3Y: |
|
- |