UC WAR. CALL 06/24 ENI/ DE000HC58D56 /
| 2024-05-06 1:46:53 PM | Chg.- | Bid2:30:55 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4100EUR | - | 2.3900 Bid Size: 25,000 |
- Ask Size: - |
ENI S.P.A. | 12.50 - | 2024-06-19 | Call |
Master data
| WKN: | HC58D5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-22 |
| Last trading day: | 2024-05-07 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 1.45 |
| Implied volatility: | 1.60 |
| Historic volatility: | 0.17 |
| Parity: | 1.45 |
| Time value: | 0.97 |
| Break-even: | 14.92 |
| Moneyness: | 1.12 |
| Premium: | 0.07 |
| Premium p.a.: | 5.66 |
| Spread abs.: | 0.07 |
| Spread %: | 2.98% |
| Delta: | 0.70 |
| Theta: | -0.06 |
| Omega: | 4.02 |
| Rho: | 0.00 |
Quote data
| Open: | 2.2600 |
|---|---|
| High: | 2.4100 |
| Low: | 2.2600 |
| Previous Close: | 2.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +13.15% | ||
| YTD | -22.51% | ||
| 1 Year | +70.92% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.4100 | 2.4100 |
| 6M High / 6M Low: | 3.2000 | 1.7400 |
| High (YTD): | 2024-01-02 | 3.2000 |
| Low (YTD): | 2024-02-20 | 1.7400 |
| 52W High: | 2023-11-02 | 3.3900 |
| 52W Low: | 2023-06-27 | 1.1700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.4100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4318 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.3368 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 97.43% | |
| Volatility 1Y: | 91.80% | |
| Volatility 3Y: | - |
