UniCredit Call 15 ENI 18.06.2025
/ DE000HC7JAN7
UniCredit Call 15 ENI 18.06.2025/ DE000HC7JAN7 /
8/30/2024 7:34:49 PM |
Chg.-0.030 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
-4.05% |
0.720 Bid Size: 15,000 |
0.760 Ask Size: 15,000 |
ENI S.P.A. |
15.00 - |
6/18/2025 |
Call |
Master data
WKN: |
HC7JAN |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
6/18/2025 |
Issue date: |
6/21/2023 |
Last trading day: |
6/17/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.17 |
Parity: |
-0.33 |
Time value: |
0.76 |
Break-even: |
15.76 |
Moneyness: |
0.98 |
Premium: |
0.07 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
5.56% |
Delta: |
0.55 |
Theta: |
0.00 |
Omega: |
10.55 |
Rho: |
0.06 |
Quote data
Open: |
0.800 |
High: |
0.810 |
Low: |
0.700 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.90% |
1 Month |
|
|
-15.48% |
3 Months |
|
|
-19.32% |
YTD |
|
|
-53.90% |
1 Year |
|
|
-33.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.710 |
1M High / 1M Low: |
0.840 |
0.530 |
6M High / 6M Low: |
1.530 |
0.460 |
High (YTD): |
1/2/2024 |
1.610 |
Low (YTD): |
6/14/2024 |
0.460 |
52W High: |
11/2/2023 |
1.970 |
52W Low: |
6/14/2024 |
0.460 |
Avg. price 1W: |
|
0.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.671 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.846 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.105 |
Avg. volume 1Y: |
|
25.781 |
Volatility 1M: |
|
144.70% |
Volatility 6M: |
|
142.56% |
Volatility 1Y: |
|
125.22% |
Volatility 3Y: |
|
- |