UC WAR. CALL 06/24 ENI/ DE000HC50MG3 /
| 2024-05-14 11:45:23 AM | Chg.- | Bid12:03:18 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4600EUR | - | 1.4700 Bid Size: 25,000 |
- Ask Size: - |
ENI S.P.A. | 13.80 - | 2024-06-19 | Call |
Master data
| WKN: | HC50MG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.80 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-15 |
| Last trading day: | 2024-05-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 1.03 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.18 |
| Parity: | 1.03 |
| Time value: | 0.39 |
| Break-even: | 15.22 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 7.67 |
| Rho: | 0.01 |
Quote data
| Open: | 1.4100 |
|---|---|
| High: | 1.4700 |
| Low: | 1.4100 |
| Previous Close: | 1.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.57% | ||
|---|---|---|---|
| 1 Month | -1.35% | ||
| 3 Months | +82.50% | ||
| YTD | -25.13% | ||
| 1 Year | +44.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4600 | 1.3500 |
|---|---|---|
| 1M High / 1M Low: | 1.7600 | 1.0200 |
| 6M High / 6M Low: | 2.0400 | 0.7500 |
| High (YTD): | 2024-01-02 | 2.0400 |
| Low (YTD): | 2024-02-29 | 0.7500 |
| 52W High: | 2023-11-02 | 2.3200 |
| 52W Low: | 2023-06-28 | 0.6400 |
| Avg. price 1W: | 1.4050 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3950 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3555 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3449 | |
| Avg. volume 1Y: | 16.9960 | |
| Volatility 1M: | 144.83% | |
| Volatility 6M: | 149.74% | |
| Volatility 1Y: | 134.74% | |
| Volatility 3Y: | - |
