UC WAR. CALL 06/24 ENI/ DE000HC50MG3 /
2024-05-14 11:45:23 AM | Chg.- | Bid12:03:18 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4600EUR | - | 1.4700 Bid Size: 25,000 |
- Ask Size: - |
ENI S.P.A. | 13.80 - | 2024-06-19 | Call |
Master data
WKN: | HC50MG |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.80 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-03-15 |
Last trading day: | 2024-05-14 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.13 |
Leverage: | Yes |
Calculated values
Fair value: | 0.68 |
---|---|
Intrinsic value: | 0.58 |
Implied volatility: | 0.74 |
Historic volatility: | 0.18 |
Parity: | 0.58 |
Time value: | 0.84 |
Break-even: | 15.22 |
Moneyness: | 1.04 |
Premium: | 0.06 |
Premium p.a.: | 1.28 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.63 |
Theta: | -0.02 |
Omega: | 6.35 |
Rho: | 0.01 |
Quote data
Open: | 1.4100 |
---|---|
High: | 1.4700 |
Low: | 1.4100 |
Previous Close: | 1.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -7.59% | ||
3 Months | +82.50% | ||
YTD | -25.13% | ||
1 Year | +58.70% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 1.5800 | 1.0200 |
6M High / 6M Low: | 2.0400 | 0.7500 |
High (YTD): | 2024-01-02 | 2.0400 |
Low (YTD): | 2024-02-29 | 0.7500 |
52W High: | 2023-11-02 | 2.3200 |
52W Low: | 2023-06-28 | 0.6400 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.3138 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3408 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.3511 | |
Avg. volume 1Y: | 17.3387 | |
Volatility 1M: | 154.95% | |
Volatility 6M: | 151.39% | |
Volatility 1Y: | 135.12% | |
Volatility 3Y: | - |