UC WAR. CALL 12/24 ENI/ DE000HC7NUU2 /
| 6/21/2024 9:46:49 PM | Chg.-0.0800 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | -10.26% | - Bid Size: 12,000 |
- Ask Size: 12,000 |
ENI S.P.A. | 14.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7NUU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/26/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.17 |
| Parity: | 0.13 |
| Time value: | 0.65 |
| Break-even: | 14.78 |
| Moneyness: | 1.01 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 5.41% |
| Delta: | 0.62 |
| Theta: | 0.00 |
| Omega: | 11.31 |
| Rho: | 0.04 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7000 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.63% | ||
|---|---|---|---|
| 1 Month | -40.68% | ||
| 3 Months | -36.94% | ||
| YTD | -65.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.5400 |
| 6M High / 6M Low: | 2.0700 | 0.5400 |
| High (YTD): | 1/2/2024 | 2.0700 |
| Low (YTD): | 6/14/2024 | 0.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8761 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3324 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.72% | |
| Volatility 6M: | 124.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
