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UniCredit Call 15.8 ENI 18.12.202.../  DE000HC96BV8  /

Frankfurt Zert./HVB
2024-09-23  9:58:08 AM Chg.+0.007 Bid10:36:12 AM Ask10:36:12 AM Underlying Strike price Expiration date Option type
0.087EUR +8.75% 0.079
Bid Size: 100,000		 0.087
Ask Size: 100,000		 ENI S.P.A. 15.80 - 2024-12-18 Call
 

Master data

WKN: HC96BV
Issuer: UniCredit
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 15.80 -
Maturity: 2024-12-18
Issue date: 2023-09-11
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 119.02
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -1.52
Time value: 0.12
Break-even: 15.92
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.59
Spread abs.: 0.04
Spread %: 50.00%
Delta: 0.17
Theta: 0.00
Omega: 20.64
Rho: 0.01
 

Quote data

Open: 0.086
High: 0.087
Low: 0.086
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.75%
1 Month
  -54.21%
3 Months
  -45.63%
YTD
  -91.21%
1 Year
  -92.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.220 0.059
6M High / 6M Low: 0.910 0.059
High (YTD): 2024-01-02 1.040
Low (YTD): 2024-09-10 0.059
52W High: 2023-10-18 1.390
52W Low: 2024-09-10 0.059
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.326
Avg. volume 6M:   0.000
Avg. price 1Y:   0.563
Avg. volume 1Y:   0.000
Volatility 1M:   268.44%
Volatility 6M:   246.93%
Volatility 1Y:   205.04%
Volatility 3Y:   -