UniCredit Call 14.8 ENI 18.12.2024
/ DE000HC84259
UniCredit Call 14.8 ENI 18.12.202.../ DE000HC84259 /
7/5/2024 8:36:01 PM |
Chg.-0.080 |
Bid7/5/2024 |
Ask7/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-12.70% |
0.550 Bid Size: 15,000 |
0.580 Ask Size: 15,000 |
ENI S.P.A. |
14.80 - |
12/18/2024 |
Call |
Master data
WKN: |
HC8425 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.80 - |
Maturity: |
12/18/2024 |
Issue date: |
7/19/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
-0.19 |
Time value: |
0.67 |
Break-even: |
15.47 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
6.35% |
Delta: |
0.53 |
Theta: |
0.00 |
Omega: |
11.64 |
Rho: |
0.03 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.550 |
Previous Close: |
0.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.84% |
1 Month |
|
|
+34.15% |
3 Months |
|
|
-60.71% |
YTD |
|
|
-63.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.510 |
1M High / 1M Low: |
0.640 |
0.290 |
6M High / 6M Low: |
1.540 |
0.290 |
High (YTD): |
1/2/2024 |
1.550 |
Low (YTD): |
6/14/2024 |
0.290 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.446 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.829 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.56% |
Volatility 6M: |
|
157.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |