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UniCredit Call 14.2 ENI 18.12.202.../  DE000HC84242  /

EUWAX
10/4/2024  8:05:18 PM Chg.+0.060 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.640EUR +10.34% 0.570
Bid Size: 12,000		 0.740
Ask Size: 12,000		 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: 19.36
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.12
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.12
Time value: 0.62
Break-even: 14.94
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.17
Spread %: 29.82%
Delta: 0.58
Theta: 0.00
Omega: 11.17
Rho: 0.02
 

Quote data

Open: 0.630
High: 0.670
Low: 0.620
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+113.33%
1 Month  
+25.49%
3 Months
  -22.89%
YTD
  -65.78%
1 Year
  -57.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.310
1M High / 1M Low: 0.640 0.290
6M High / 6M Low: 1.860 0.290
High (YTD): 1/2/2024 1.930
Low (YTD): 9/26/2024 0.290
52W High: 10/18/2023 2.260
52W Low: 9/26/2024 0.290
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   0.858
Avg. volume 6M:   0.000
Avg. price 1Y:   1.165
Avg. volume 1Y:   0.000
Volatility 1M:   271.59%
Volatility 6M:   191.82%
Volatility 1Y:   158.93%
Volatility 3Y:   -