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UniCredit Call 14.2 ENI 18.12.202.../  DE000HC84242  /

EUWAX
2024-07-26  10:03:49 AM Chg.+0.210 Bid10:10:14 AM Ask10:10:14 AM Underlying Strike price Expiration date Option type
0.800EUR +35.59% 0.820
Bid Size: 80,000		 0.830
Ask Size: 80,000		 ENI S.P.A. 14.20 - 2024-12-18 Call
 

Master data

WKN: HC8424
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 14.20 -
Maturity: 2024-12-18
Issue date: 2023-07-19
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.57
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -0.18
Time value: 0.65
Break-even: 14.85
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.10
Spread %: 18.18%
Delta: 0.53
Theta: 0.00
Omega: 11.39
Rho: 0.03
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.85%
1 Month  
+8.11%
3 Months
  -49.04%
YTD
  -57.22%
1 Year
  -17.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.960 0.520
6M High / 6M Low: 1.860 0.460
High (YTD): 2024-01-02 1.930
Low (YTD): 2024-06-14 0.460
52W High: 2023-10-18 2.260
52W Low: 2024-06-14 0.460
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   1.041
Avg. volume 6M:   0.000
Avg. price 1Y:   1.324
Avg. volume 1Y:   0.000
Volatility 1M:   178.91%
Volatility 6M:   144.24%
Volatility 1Y:   124.36%
Volatility 3Y:   -