UC WAR. CALL 06/24 ENI/ DE000HC50MG3 /
| 14/05/2024 11:45:23 | Chg.- | Bid12:03:18 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4600EUR | - | 1.4700 Bid Size: 25,000 |
- Ask Size: - |
ENI S.P.A. | 13.80 - | 19/06/2024 | Call |
Master data
| WKN: | HC50MG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.80 - |
| Maturity: | 19/06/2024 |
| Issue date: | 15/03/2023 |
| Last trading day: | 14/05/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 1.42 |
| Historic volatility: | 0.17 |
| Parity: | 0.19 |
| Time value: | 1.28 |
| Break-even: | 15.27 |
| Moneyness: | 1.01 |
| Premium: | 0.09 |
| Premium p.a.: | 17.18 |
| Spread abs.: | 0.05 |
| Spread %: | 3.52% |
| Delta: | 0.57 |
| Theta: | -0.06 |
| Omega: | 5.45 |
| Rho: | 0.00 |
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 | +17.74% | ||
| 3 Months | +43.14% | ||
| YTD | -25.13% | ||
| 1 Year | +80.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.4600 | 1.2400 |
| 6M High / 6M Low: | 2.0400 | 0.7500 |
| High (YTD): | 02/01/2024 | 2.0400 |
| Low (YTD): | 29/02/2024 | 0.7500 |
| 52W High: | 02/11/2023 | 2.3200 |
| 52W Low: | 28/06/2023 | 0.6400 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.3550 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3025 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3735 | |
| Avg. volume 1Y: | 18.1435 | |
| Volatility 1M: | 100.09% | |
| Volatility 6M: | 154.43% | |
| Volatility 1Y: | 132.95% | |
| Volatility 3Y: | - |
