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UniCredit Call 15.2 ENI 18.12.202.../  DE000HC84267  /

Frankfurt Zert./HVB
09/08/2024  19:25:28 Chg.0.000 Bid21:59:37 Ask21:59:37 Underlying Strike price Expiration date Option type
0.340EUR 0.00% 0.330
Bid Size: 15,000		 0.370
Ask Size: 15,000		 ENI S.P.A. 15.20 - 18/12/2024 Call
 

Master data

WKN: HC8426
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 15.20 -
Maturity: 18/12/2024
Issue date: 19/07/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 39.63
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -0.93
Time value: 0.36
Break-even: 15.56
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 12.50%
Delta: 0.35
Theta: 0.00
Omega: 13.87
Rho: 0.02
 

Quote data

Open: 0.340
High: 0.340
Low: 0.320
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month  
+17.24%
3 Months
  -55.84%
YTD
  -73.23%
1 Year
  -56.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.230
1M High / 1M Low: 0.490 0.210
6M High / 6M Low: 1.230 0.210
High (YTD): 02/01/2024 1.340
Low (YTD): 19/07/2024 0.210
52W High: 18/10/2023 1.700
52W Low: 19/07/2024 0.210
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.566
Avg. volume 6M:   0.000
Avg. price 1Y:   0.848
Avg. volume 1Y:   0.000
Volatility 1M:   314.30%
Volatility 6M:   205.01%
Volatility 1Y:   166.02%
Volatility 3Y:   -