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UniCredit Call 16 ENI 18.12.2024/  DE000HC88CL4  /

EUWAX
18/09/2024  14:59:31 Chg.+0.002 Bid16:47:33 Ask16:47:33 Underlying Strike price Expiration date Option type
0.073EUR +2.82% 0.071
Bid Size: 100,000		 0.080
Ask Size: 100,000		 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: 129.27
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -1.78
Time value: 0.11
Break-even: 16.11
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.65
Spread abs.: 0.04
Spread %: 57.14%
Delta: 0.15
Theta: 0.00
Omega: 19.75
Rho: 0.01
 

Quote data

Open: 0.070
High: 0.073
Low: 0.070
Previous Close: 0.071
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.38%
1 Month
  -59.44%
3 Months
  -43.85%
YTD
  -91.98%
1 Year
  -92.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.051
1M High / 1M Low: 0.180 0.050
6M High / 6M Low: 0.820 0.010
High (YTD): 02/01/2024 0.950
Low (YTD): 05/08/2024 0.010
52W High: 18/10/2023 1.310
52W Low: 05/08/2024 0.010
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   0.524
Avg. volume 1Y:   0.000
Volatility 1M:   336.61%
Volatility 6M:   1,961.34%
Volatility 1Y:   1,393.54%
Volatility 3Y:   -