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UniCredit Call 14.2 ENI 18.12.202.../  DE000HC84242  /

EUWAX
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: 17.26
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.47
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 0.47
Time value: 0.38
Break-even: 15.05
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 4.94%
Delta: 0.72
Theta: 0.00
Omega: 12.35
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  
+8.11%
3 Months
  -19.19%
YTD
  -57.22%
1 Year
  -42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.780
1M High / 1M Low: 0.860 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:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.720
Avg. volume 1M:   0.000
Avg. price 6M:   0.980
Avg. volume 6M:   0.000
Avg. price 1Y:   1.290
Avg. volume 1Y:   0.000
Volatility 1M:   173.49%
Volatility 6M:   163.73%
Volatility 1Y:   139.43%
Volatility 3Y:   -