UC WAR. CALL 06/24 ENI/ DE000HC58D72 /
| 5/10/2024 1:46:06 PM | Chg.- | Bid2:17:08 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0600EUR | - | 2.0500 Bid Size: 25,000 |
- Ask Size: - |
ENI S.P.A. | 13.20 - | 6/19/2024 | Call |
Master data
| WKN: | HC58D7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.20 - |
| Maturity: | 6/19/2024 |
| Issue date: | 3/22/2023 |
| Last trading day: | 5/13/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.79 |
| Implied volatility: | 1.73 |
| Historic volatility: | 0.17 |
| Parity: | 0.79 |
| Time value: | 1.27 |
| Break-even: | 15.26 |
| Moneyness: | 1.06 |
| Premium: | 0.09 |
| Premium p.a.: | 16.79 |
| Spread abs.: | 0.12 |
| Spread %: | 6.19% |
| Delta: | 0.64 |
| Theta: | -0.07 |
| Omega: | 4.32 |
| Rho: | 0.00 |
Quote data
| Open: | 1.9200 |
|---|---|
| High: | 2.0600 |
| Low: | 1.9200 |
| Previous Close: | 1.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +14.44% | ||
| 3 Months | +34.64% | ||
| YTD | -16.60% | ||
| 1 Year | +94.34% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.0600 | 1.8000 |
| 6M High / 6M Low: | 2.5600 | 1.1700 |
| High (YTD): | 1/2/2024 | 2.5600 |
| Low (YTD): | 2/20/2024 | 1.1700 |
| 52W High: | 11/2/2023 | 2.8000 |
| 52W Low: | 6/28/2023 | 0.8600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.9300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8011 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8051 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 122.85% | |
| Volatility 1Y: | 111.17% | |
| Volatility 3Y: | - |
