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UniCredit Call 14.5 ENI 18.12.202.../  DE000HC7JAL1  /

Frankfurt Zert./HVB
8/28/2024  7:37:25 PM Chg.-0.010 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
0.620EUR -1.59% 0.550
Bid Size: 12,000		 0.730
Ask Size: 12,000		 ENI S.P.A. 14.50 - 12/18/2024 Call
 

Master data

WKN: HC7JAL
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 14.50 -
Maturity: 12/18/2024
Issue date: 6/21/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.62
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.20
Implied volatility: 0.14
Historic volatility: 0.17
Parity: 0.20
Time value: 0.45
Break-even: 15.15
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 6.56%
Delta: 0.64
Theta: 0.00
Omega: 14.49
Rho: 0.03
 

Quote data

Open: 0.640
High: 0.640
Low: 0.590
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.73%
1 Month
  -10.14%
3 Months
  -28.74%
YTD
  -63.10%
1 Year
  -44.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.490
1M High / 1M Low: 0.810 0.420
6M High / 6M Low: 1.660 0.360
High (YTD): 1/2/2024 1.750
Low (YTD): 6/14/2024 0.360
52W High: 10/18/2023 2.080
52W Low: 6/14/2024 0.360
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.594
Avg. volume 1M:   0.000
Avg. price 6M:   0.830
Avg. volume 6M:   0.000
Avg. price 1Y:   1.140
Avg. volume 1Y:   21.484
Volatility 1M:   207.18%
Volatility 6M:   176.51%
Volatility 1Y:   148.25%
Volatility 3Y:   -