UniCredit Call 16 ENI 18.12.2024
/ DE000HC88CL4
UniCredit Call 16 ENI 18.12.2024/ DE000HC88CL4 /
8/30/2024 8:52:21 PM |
Chg.0.000 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
0.00% |
0.150 Bid Size: 15,000 |
0.190 Ask Size: 15,000 |
ENI S.P.A. |
16.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC88CL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
12/18/2024 |
Issue date: |
7/26/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
82.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
-1.19 |
Time value: |
0.18 |
Break-even: |
16.18 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.04 |
Spread %: |
28.57% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
19.83 |
Rho: |
0.01 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.150 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-42.31% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-83.52% |
1 Year |
|
|
-75.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.140 |
1M High / 1M Low: |
0.260 |
0.010 |
6M High / 6M Low: |
0.820 |
0.010 |
High (YTD): |
1/2/2024 |
0.950 |
Low (YTD): |
8/5/2024 |
0.010 |
52W High: |
10/18/2023 |
1.310 |
52W Low: |
8/5/2024 |
0.010 |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.154 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.316 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.559 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
4,761.81% |
Volatility 6M: |
|
1,958.65% |
Volatility 1Y: |
|
1,391.57% |
Volatility 3Y: |
|
- |