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UniCredit Call 15.2 ENI 18.12.202.../  DE000HC84267  /

Frankfurt Zert./HVB
9/6/2024  7:38:25 PM Chg.-0.050 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
0.150EUR -25.00% 0.080
Bid Size: 15,000		 0.250
Ask Size: 15,000		 ENI S.P.A. 15.20 - 12/18/2024 Call
 

Master data

WKN: HC8426
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 15.20 -
Maturity: 12/18/2024
Issue date: 7/19/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 55.95
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -1.21
Time value: 0.25
Break-even: 15.45
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.43
Spread abs.: 0.17
Spread %: 212.50%
Delta: 0.27
Theta: 0.00
Omega: 15.37
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.190
Low: 0.150
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -50.00%
3 Months
  -53.13%
YTD
  -88.19%
1 Year
  -85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.150
1M High / 1M Low: 0.380 0.150
6M High / 6M Low: 1.230 0.150
High (YTD): 1/2/2024 1.340
Low (YTD): 9/6/2024 0.150
52W High: 10/18/2023 1.700
52W Low: 9/6/2024 0.150
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   0.523
Avg. volume 6M:   0.000
Avg. price 1Y:   0.804
Avg. volume 1Y:   0.000
Volatility 1M:   245.19%
Volatility 6M:   217.26%
Volatility 1Y:   178.33%
Volatility 3Y:   -