UniCredit Call 14 ENI 18.12.2024
/ DE000HC7NUU2
UniCredit Call 14 ENI 18.12.2024/ DE000HC7NUU2 /
30/08/2024 20:24:46 |
Chg.-0.040 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
-4.12% |
0.940 Bid Size: 8,000 |
0.980 Ask Size: 8,000 |
ENI S.P.A. |
14.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7NUU |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 - |
Maturity: |
18/12/2024 |
Issue date: |
26/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.15 |
Historic volatility: |
0.17 |
Parity: |
0.67 |
Time value: |
0.31 |
Break-even: |
14.98 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
4.26% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
11.64 |
Rho: |
0.03 |
Quote data
Open: |
1.060 |
High: |
1.060 |
Low: |
0.930 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.33% |
1 Month |
|
|
+8.14% |
3 Months |
|
|
-16.96% |
YTD |
|
|
-53.50% |
1 Year |
|
|
-38.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.910 |
1M High / 1M Low: |
1.000 |
0.650 |
6M High / 6M Low: |
1.980 |
0.530 |
High (YTD): |
05/01/2024 |
2.060 |
Low (YTD): |
14/06/2024 |
0.530 |
52W High: |
02/11/2023 |
2.390 |
52W Low: |
14/06/2024 |
0.530 |
Avg. price 1W: |
|
0.948 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.840 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.097 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.407 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
177.71% |
Volatility 6M: |
|
159.53% |
Volatility 1Y: |
|
136.00% |
Volatility 3Y: |
|
- |