UC WAR. CALL 12/24 ENI/ DE000HC7NUU2 /
| 2024-09-23 11:45:26 AM | Chg.-0.0700 | Bid1:34:58 PM | Ask1:34:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | -12.07% | 0.5100 Bid Size: 90,000 |
0.5200 Ask Size: 90,000 |
ENI S.P.A. | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7NUU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.70 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.17 |
| Parity: | 0.28 |
| Time value: | 0.35 |
| Break-even: | 14.63 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 6.78% |
| Delta: | 0.66 |
| Theta: | 0.00 |
| Omega: | 15.07 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5100 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.77% | ||
|---|---|---|---|
| 1 Month | -43.33% | ||
| 3 Months | -27.14% | ||
| YTD | -74.50% | ||
| 1 Year | -75.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 1.0100 | 0.3900 |
| 6M High / 6M Low: | 2.0100 | 0.3900 |
| High (YTD): | 2024-01-02 | 2.0700 |
| Low (YTD): | 2024-09-11 | 0.3900 |
| 52W High: | 2023-11-02 | 2.3900 |
| 52W Low: | 2024-09-11 | 0.3900 |
| Avg. price 1W: | 0.5880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6762 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0446 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3471 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 209.48% | |
| Volatility 6M: | 159.38% | |
| Volatility 1Y: | 136.15% | |
| Volatility 3Y: | - |
