UniCredit Call 20 ENI 18.06.2025
/ DE000HC7JAP2
UniCredit Call 20 ENI 18.06.2025/ DE000HC7JAP2 /
| 2024-07-26 8:43:25 PM |
Chg.-0.003 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
20.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HC7JAP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2025-06-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
116.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-5.98 |
| Time value: |
0.12 |
| Break-even: |
20.12 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.10 |
| Spread %: |
500.00% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
10.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.065 |
| High: |
0.066 |
| Low: |
0.047 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+370.00% |
| 1 Month |
|
|
+6.82% |
| 3 Months |
|
|
-72.35% |
| YTD |
|
|
-84.33% |
| 1 Year |
|
|
-68.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.010 |
| 1M High / 1M Low: |
0.063 |
0.010 |
| 6M High / 6M Low: |
0.210 |
0.010 |
| High (YTD): |
2024-01-05 |
0.300 |
| Low (YTD): |
2024-07-19 |
0.010 |
| 52W High: |
2023-11-02 |
0.530 |
| 52W Low: |
2024-07-19 |
0.010 |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.099 |
| Avg. volume 6M: |
|
94.488 |
| Avg. price 1Y: |
|
0.195 |
| Avg. volume 1Y: |
|
46.875 |
| Volatility 1M: |
|
1,241.17% |
| Volatility 6M: |
|
532.69% |
| Volatility 1Y: |
|
390.36% |
| Volatility 3Y: |
|
- |
