UniCredit Call 16.8 ENI 18.12.2024
/ DE000HC94738
UniCredit Call 16.8 ENI 18.12.202.../ DE000HC94738 /
26/07/2024 19:11:28 |
Chg.+0.030 |
Bid20:00:23 |
Ask20:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+33.33% |
0.120 Bid Size: 15,000 |
0.150 Ask Size: 15,000 |
ENI S.P.A. |
16.80 - |
18/12/2024 |
Call |
Master data
WKN: |
HC9473 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.80 - |
Maturity: |
18/12/2024 |
Issue date: |
07/09/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
93.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-2.78 |
Time value: |
0.15 |
Break-even: |
16.95 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.10 |
Spread %: |
200.00% |
Delta: |
0.15 |
Theta: |
0.00 |
Omega: |
13.86 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.120 |
Previous Close: |
0.090 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+300.00% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
-69.23% |
YTD |
|
|
-80.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.030 |
1M High / 1M Low: |
0.140 |
0.030 |
6M High / 6M Low: |
0.540 |
0.030 |
High (YTD): |
05/01/2024 |
0.660 |
Low (YTD): |
19/07/2024 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.065 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.221 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
631.36% |
Volatility 6M: |
|
323.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |