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UniCredit Call 16 ENI 18.12.2024/  DE000HC88CL4  /

Frankfurt Zert./HVB
30/08/2024  19:26:20 Chg.-0.010 Bid21:59:11 Ask21:59:11 Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 15,000		 0.190
Ask Size: 15,000		 ENI S.P.A. 16.00 - 18/12/2024 Call
 

Master data

WKN: HC88CL
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 18/12/2024
Issue date: 26/07/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 77.23
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -1.33
Time value: 0.19
Break-even: 16.19
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 26.67%
Delta: 0.24
Theta: 0.00
Omega: 18.19
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -42.31%
3 Months
  -50.00%
YTD
  -83.52%
1 Year
  -76.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.260 0.120
6M High / 6M Low: 0.830 0.100
High (YTD): 02/01/2024 0.960
Low (YTD): 19/07/2024 0.100
52W High: 18/10/2023 1.320
52W Low: 19/07/2024 0.100
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.319
Avg. volume 6M:   0.000
Avg. price 1Y:   0.561
Avg. volume 1Y:   0.000
Volatility 1M:   330.79%
Volatility 6M:   240.45%
Volatility 1Y:   198.33%
Volatility 3Y:   -