UC WAR. CALL 06/25 ENI/ DE000HC7JAM9 /
| 2024-09-23 11:45:25 AM | Chg.-0.0900 | Bid12:33:48 PM | Ask12:33:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1900EUR | -3.95% | 2.1600 Bid Size: 50,000 |
2.1700 Ask Size: 50,000 |
ENI S.P.A. | 12.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7JAM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.66 |
|---|---|
| Intrinsic value: | 2.28 |
| Implied volatility: | - |
| Historic volatility: | 0.17 |
| Parity: | 2.28 |
| Time value: | 0.09 |
| Break-even: | 14.37 |
| Moneyness: | 1.19 |
| Premium: | 0.01 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.13 |
| Spread %: | 5.80% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.3000 |
|---|---|
| High: | 2.3000 |
| Low: | 2.1900 |
| Previous Close: | 2.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -18.28% | ||
| 3 Months | 0.00% | ||
| YTD | -40.16% | ||
| 1 Year | -38.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4400 | 2.1900 |
|---|---|---|
| 1M High / 1M Low: | 2.8200 | 1.8500 |
| 6M High / 6M Low: | 3.7100 | 1.8500 |
| High (YTD): | 2024-01-02 | 3.7400 |
| Low (YTD): | 2024-09-11 | 1.8500 |
| 52W High: | 2023-11-02 | 3.9600 |
| 52W Low: | 2024-09-11 | 1.8500 |
| Avg. price 1W: | 2.2880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6883 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9212 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 100.98% | |
| Volatility 6M: | 82.97% | |
| Volatility 1Y: | 76.61% | |
| Volatility 3Y: | - |
