UniCredit Call 16.8 ENI 18.12.2024
/ DE000HC94738
UniCredit Call 16.8 ENI 18.12.202.../ DE000HC94738 /
2024-08-30 7:28:27 PM |
Chg.-0.007 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
-8.97% |
0.070 Bid Size: 15,000 |
0.110 Ask Size: 15,000 |
ENI S.P.A. |
16.80 - |
2024-12-18 |
Call |
Master data
WKN: |
HC9473 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.80 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-09-07 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
133.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
-2.13 |
Time value: |
0.11 |
Break-even: |
16.91 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.04 |
Spread %: |
57.14% |
Delta: |
0.14 |
Theta: |
0.00 |
Omega: |
18.72 |
Rho: |
0.01 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.068 |
Previous Close: |
0.078 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.79% |
1 Month |
|
|
-49.29% |
3 Months |
|
|
-58.24% |
YTD |
|
|
-88.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.070 |
1M High / 1M Low: |
0.140 |
0.040 |
6M High / 6M Low: |
0.540 |
0.040 |
High (YTD): |
2024-01-02 |
0.670 |
Low (YTD): |
2024-08-15 |
0.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.189 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
649.29% |
Volatility 6M: |
|
371.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |