UniCredit Call 12.8 ENI 19.06.2024
/ DE000HC58D64
UniCredit Call 12.8 ENI 19.06.202.../ DE000HC58D64 /
| 02/05/2024 10:05:56 |
Chg.- |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
12.80 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC58D6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.80 - |
| Maturity: |
19/06/2024 |
| Issue date: |
22/03/2023 |
| Last trading day: |
02/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.18 |
| Parity: |
1.65 |
| Time value: |
0.36 |
| Break-even: |
14.81 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.01 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-19.19% |
| 3 Months |
|
|
+41.29% |
| YTD |
|
|
-22.89% |
| 1 Year |
|
|
+46.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.71 |
2.19 |
| 6M High / 6M Low: |
2.93 |
1.47 |
| High (YTD): |
02/01/2024 |
2.93 |
| Low (YTD): |
19/02/2024 |
1.47 |
| 52W High: |
02/11/2023 |
3.11 |
| 52W Low: |
31/05/2023 |
1.01 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
60.14% |
| Volatility 6M: |
|
105.54% |
| Volatility 1Y: |
|
104.96% |
| Volatility 3Y: |
|
- |
