UniCredit Call 15.8 ENI 18.12.2024
/ DE000HC96BV8
UniCredit Call 15.8 ENI 18.12.202.../ DE000HC96BV8 /
| 2024-07-12 6:25:48 PM |
Chg.+0.020 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+11.76% |
0.190
Bid Size: 30,000 |
0.210
Ask Size: 30,000 |
ENI S.P.A. |
15.80 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC96BV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.80 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
64.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
-1.60 |
| Time value: |
0.22 |
| Break-even: |
16.02 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
22.22% |
| Delta: |
0.24 |
| Theta: |
0.00 |
| Omega: |
15.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.220 |
| Low: |
0.190 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
-79.12% |
| YTD |
|
|
-80.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.170 |
| 1M High / 1M Low: |
0.310 |
0.140 |
| 6M High / 6M Low: |
0.910 |
0.140 |
| High (YTD): |
2024-01-02 |
1.040 |
| Low (YTD): |
2024-06-17 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.449 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.79% |
| Volatility 6M: |
|
193.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
