UC WAR. CALL 06/24 ENI/ DE000HB9NR29 /
| 2024-05-31 9:45:03 PM | Chg.+0.1400 | Bid9:59:59 PM | Ask2024-05-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5600EUR | +9.86% | 1.5900 Bid Size: 6,000 |
- Ask Size: 50,000 |
ENI S.P.A. | 13.00 - | 2024-06-19 | Call |
Master data
| WKN: | HB9NR2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-08-31 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.39 |
|---|---|
| Intrinsic value: | 1.37 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.17 |
| Parity: | 1.37 |
| Time value: | 0.22 |
| Break-even: | 14.59 |
| Moneyness: | 1.11 |
| Premium: | 0.02 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.34 |
| Spread %: | 27.20% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 7.33 |
| Rho: | 0.01 |
Quote data
| Open: | 1.4200 |
|---|---|
| High: | 1.5600 |
| Low: | 1.4200 |
| Previous Close: | 1.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.85% | ||
|---|---|---|---|
| 1 Month | -27.10% | ||
| 3 Months | +13.87% | ||
| YTD | -41.13% | ||
| 1 Year | +40.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6300 | 1.4200 |
|---|---|---|
| 1M High / 1M Low: | 2.2300 | 1.4200 |
| 6M High / 6M Low: | 2.7500 | 1.3200 |
| High (YTD): | 2024-01-02 | 2.7500 |
| Low (YTD): | 2024-02-20 | 1.3200 |
| 52W High: | 2023-11-02 | 2.9700 |
| 52W Low: | 2023-06-28 | 0.9400 |
| Avg. price 1W: | 1.5380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9609 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9269 | |
| Avg. volume 1Y: | 23.4375 | |
| Volatility 1M: | 108.99% | |
| Volatility 6M: | 113.59% | |
| Volatility 1Y: | 106.37% | |
| Volatility 3Y: | - |
