UC WAR. CALL 06/24 ENI/ DE000HB9NR29 /
| 07/06/2024 21:45:43 | Chg.-0.0500 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | -4.59% | 1.0400 Bid Size: 6,000 |
1.1200 Ask Size: 6,000 |
ENI S.P.A. | 13.00 - | 19/06/2024 | Call |
Master data
| WKN: | HB9NR2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 31/08/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.01 |
|---|---|
| Intrinsic value: | 0.99 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.17 |
| Parity: | 0.99 |
| Time value: | 0.12 |
| Break-even: | 14.11 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.08 |
| Spread %: | 7.77% |
| Delta: | 0.83 |
| Theta: | -0.01 |
| Omega: | 10.50 |
| Rho: | 0.00 |
Quote data
| Open: | 1.0700 |
|---|---|
| High: | 1.1100 |
| Low: | 1.0400 |
| Previous Close: | 1.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.33% | ||
|---|---|---|---|
| 1 Month | -48.00% | ||
| 3 Months | -39.53% | ||
| YTD | -60.75% | ||
| 1 Year | -9.57% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4300 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 2.2300 | 1.0400 |
| 6M High / 6M Low: | 2.7500 | 1.0400 |
| High (YTD): | 02/01/2024 | 2.7500 |
| Low (YTD): | 07/06/2024 | 1.0400 |
| 52W High: | 02/11/2023 | 2.9700 |
| 52W Low: | 28/06/2023 | 0.9400 |
| Avg. price 1W: | 1.1320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6018 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9096 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9280 | |
| Avg. volume 1Y: | 23.5294 | |
| Volatility 1M: | 135.69% | |
| Volatility 6M: | 118.08% | |
| Volatility 1Y: | 108.03% | |
| Volatility 3Y: | - |
