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UniCredit Call 15.8 ENI 18.12.202.../  DE000HC96BV8  /

Frankfurt Zert./HVB
15/10/2024  19:25:34 Chg.-0.030 Bid21:59:02 Ask21:59:02 Underlying Strike price Expiration date Option type
0.090EUR -25.00% 0.070
Bid Size: 15,000		 0.120
Ask Size: 15,000		 ENI S.P.A. 15.80 - 18/12/2024 Call
 

Master data

WKN: HC96BV
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 15.80 -
Maturity: 18/12/2024
Issue date: 11/09/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 95.69
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -1.45
Time value: 0.15
Break-even: 15.95
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.82
Spread abs.: 0.04
Spread %: 36.36%
Delta: 0.20
Theta: 0.00
Omega: 18.85
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.078
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month  
+12.50%
3 Months
  -30.77%
YTD
  -90.91%
1 Year
  -93.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.190 0.050
6M High / 6M Low: 0.840 0.050
High (YTD): 02/01/2024 1.040
Low (YTD): 27/09/2024 0.050
52W High: 18/10/2023 1.390
52W Low: 27/09/2024 0.050
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.501
Avg. volume 1Y:   0.000
Volatility 1M:   362.45%
Volatility 6M:   272.83%
Volatility 1Y:   224.28%
Volatility 3Y:   -