UniCredit Call 15.2 ENI 18.12.2024
/ DE000HC84267
UniCredit Call 15.2 ENI 18.12.202.../ DE000HC84267 /
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: |
|
- |