UniCredit Call 17.2 ENI 18.12.2024
/ DE000HC9ACQ1
UniCredit Call 17.2 ENI 18.12.202.../ DE000HC9ACQ1 /
8/16/2024 4:32:03 PM |
Chg.+0.063 |
Bid5:35:44 PM |
Ask5:35:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.073EUR |
+630.00% |
0.071 Bid Size: 30,000 |
0.093 Ask Size: 30,000 |
ENI S.P.A. |
17.20 - |
12/18/2024 |
Call |
Master data
WKN: |
HC9ACQ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.20 - |
Maturity: |
12/18/2024 |
Issue date: |
9/18/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
47.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
-2.87 |
Time value: |
0.30 |
Break-even: |
17.50 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.29 |
Spread %: |
2,900.00% |
Delta: |
0.21 |
Theta: |
0.00 |
Omega: |
10.11 |
Rho: |
0.01 |
Quote data
Open: |
0.070 |
High: |
0.073 |
Low: |
0.070 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.89% |
1 Month |
|
|
+97.30% |
3 Months |
|
|
-57.06% |
YTD |
|
|
-86.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.010 |
1M High / 1M Low: |
0.110 |
0.010 |
6M High / 6M Low: |
0.420 |
0.010 |
High (YTD): |
1/2/2024 |
0.550 |
Low (YTD): |
8/15/2024 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.066 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.153 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,725.98% |
Volatility 6M: |
|
743.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |