UniCredit Call 14.2 ENI 18.12.2024
/ DE000HC84242
UniCredit Call 14.2 ENI 18.12.202.../ DE000HC84242 /
8/30/2024 8:53:20 PM |
Chg.+0.020 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+2.56% |
0.810 Bid Size: 10,000 |
0.850 Ask Size: 10,000 |
ENI S.P.A. |
14.20 - |
12/18/2024 |
Call |
Master data
WKN: |
HC8424 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.20 - |
Maturity: |
12/18/2024 |
Issue date: |
7/19/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.10 |
Historic volatility: |
0.17 |
Parity: |
0.61 |
Time value: |
0.22 |
Break-even: |
15.03 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
5.06% |
Delta: |
0.84 |
Theta: |
0.00 |
Omega: |
14.96 |
Rho: |
0.03 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.770 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.90% |
1 Month |
|
|
-11.11% |
3 Months |
|
|
-11.11% |
YTD |
|
|
-57.22% |
1 Year |
|
|
-38.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.770 |
1M High / 1M Low: |
1.000 |
0.570 |
6M High / 6M Low: |
1.860 |
0.460 |
High (YTD): |
1/2/2024 |
1.930 |
Low (YTD): |
6/14/2024 |
0.460 |
52W High: |
10/18/2023 |
2.260 |
52W Low: |
6/14/2024 |
0.460 |
Avg. price 1W: |
|
0.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.980 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.292 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
195.74% |
Volatility 6M: |
|
163.73% |
Volatility 1Y: |
|
139.68% |
Volatility 3Y: |
|
- |