UC WAR. CALL 06/24 ENI/ DE000HC4RQ29 /
| 13/05/2024 11:45:59 | Chg.- | Bid12:57:17 | Ask13/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | - | 1.0200 Bid Size: 25,000 |
- Ask Size: 25,000 |
ENI S.P.A. | 14.20 - | 19/06/2024 | Call |
Master data
| WKN: | HC4RQ2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.20 - |
| Maturity: | 19/06/2024 |
| Issue date: | 06/03/2023 |
| Last trading day: | 13/05/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.18 |
| Parity: | 0.18 |
| Time value: | 0.86 |
| Break-even: | 15.24 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 1.33 |
| Spread abs.: | 0.09 |
| Spread %: | 9.47% |
| Delta: | 0.57 |
| Theta: | -0.02 |
| Omega: | 7.88 |
| Rho: | 0.00 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 1.0300 |
| Low: | 0.9800 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -15.57% | ||
| 3 Months | +77.59% | ||
| YTD | -36.81% | ||
| 1 Year | +32.05% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.2200 | 0.6900 |
| 6M High / 6M Low: | 1.7100 | 0.5200 |
| High (YTD): | 02/01/2024 | 1.7100 |
| Low (YTD): | 29/02/2024 | 0.5200 |
| 52W High: | 02/11/2023 | 2.0200 |
| 52W Low: | 29/02/2024 | 0.5200 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.9475 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0463 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1021 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 200.01% | |
| Volatility 6M: | 179.47% | |
| Volatility 1Y: | 154.02% | |
| Volatility 3Y: | - |
