UC WAR. CALL 12/24 ENI/ DE000HC7JAL1 /
| 2024-06-14 9:45:02 PM | Chg.-0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -11.63% | 0.3600 Bid Size: 15,000 |
0.4000 Ask Size: 15,000 |
ENI S.P.A. | 14.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC7JAL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 33.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.17 |
| Parity: | -0.99 |
| Time value: | 0.40 |
| Break-even: | 14.90 |
| Moneyness: | 0.93 |
| Premium: | 0.10 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.04 |
| Spread %: | 11.11% |
| Delta: | 0.36 |
| Theta: | 0.00 |
| Omega: | 12.29 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3800 |
| Previous Close: | 0.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.91% | ||
|---|---|---|---|
| 1 Month | -59.57% | ||
| 3 Months | -54.76% | ||
| YTD | -77.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.3800 |
| 6M High / 6M Low: | 1.7400 | 0.3800 |
| High (YTD): | 2024-01-02 | 1.7400 |
| Low (YTD): | 2024-06-14 | 0.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7114 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0823 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.94% | |
| Volatility 6M: | 135.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
