UC WAR. CALL 06/24 ENI/ DE000HC4K2K4 /
| 2024-05-10 1:46:06 PM | Chg.- | Bid2:25:00 PM | Ask2024-05-10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2600EUR | - | 1.2600 Bid Size: 25,000 |
- Ask Size: 25,000 |
ENI S.P.A. | 14.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC4K2K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-27 |
| Last trading day: | 2024-05-13 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.18 |
| Parity: | 0.38 |
| Time value: | 0.85 |
| Break-even: | 15.23 |
| Moneyness: | 1.03 |
| Premium: | 0.06 |
| Premium p.a.: | 1.30 |
| Spread abs.: | 0.07 |
| Spread %: | 6.03% |
| Delta: | 0.60 |
| Theta: | -0.02 |
| Omega: | 7.03 |
| Rho: | 0.01 |
Quote data
| Open: | 1.1400 |
|---|---|
| High: | 1.2600 |
| Low: | 1.1400 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -10.00% | ||
| 3 Months | +85.29% | ||
| YTD | -29.61% | ||
| 1 Year | +48.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 0.8500 |
| 6M High / 6M Low: | 1.8700 | 0.6300 |
| High (YTD): | 2024-01-02 | 1.8700 |
| Low (YTD): | 2024-02-29 | 0.6300 |
| 52W High: | 2023-11-02 | 2.1700 |
| 52W Low: | 2023-06-28 | 0.5800 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.1236 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1896 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2237 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 199.80% | |
| Volatility 6M: | 166.01% | |
| Volatility 1Y: | 144.40% | |
| Volatility 3Y: | - |
