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UniCredit Call 13.8 ENI 18.12.202.../  DE000HC84234  /

EUWAX
2024-09-23  2:42:53 PM Chg.-0.030 Bid5:20:50 PM Ask5:20:50 PM Underlying Strike price Expiration date Option type
0.620EUR -4.62% 0.680
Bid Size: 70,000		 0.710
Ask Size: 70,000		 ENI S.P.A. 13.80 - 2024-12-18 Call
 

Master data

WKN: HC8423
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 13.80 -
Maturity: 2024-12-18
Issue date: 2023-07-19
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.56
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.48
Implied volatility: 0.13
Historic volatility: 0.17
Parity: 0.48
Time value: 0.25
Break-even: 14.53
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.13
Spread %: 21.67%
Delta: 0.75
Theta: 0.00
Omega: 14.77
Rho: 0.02
 

Quote data

Open: 0.660
High: 0.660
Low: 0.620
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month
  -40.38%
3 Months
  -19.48%
YTD
  -71.16%
1 Year
  -71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.630
1M High / 1M Low: 1.150 0.460
6M High / 6M Low: 2.160 0.460
High (YTD): 2024-01-02 2.220
Low (YTD): 2024-09-10 0.460
52W High: 2023-10-18 2.520
52W Low: 2024-09-10 0.460
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.782
Avg. volume 1M:   166.667
Avg. price 6M:   1.156
Avg. volume 6M:   27.559
Avg. price 1Y:   1.460
Avg. volume 1Y:   13.780
Volatility 1M:   213.97%
Volatility 6M:   162.51%
Volatility 1Y:   136.73%
Volatility 3Y:   -