UC WAR. CALL 12/24 ENI/ DE000HC7NUU2 /
| 2024-05-24 5:45:09 PM | Chg.-0.0600 | Bid6:16:21 PM | Ask6:16:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0500EUR | -5.41% | 1.0400 Bid Size: 12,000 |
1.0600 Ask Size: 12,000 |
ENI S.P.A. | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7NUU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.22 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.18 |
| Parity: | 0.49 |
| Time value: | 0.64 |
| Break-even: | 15.13 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 3.67% |
| Delta: | 0.70 |
| Theta: | 0.00 |
| Omega: | 9.01 |
| Rho: | 0.05 |
Quote data
| Open: | 1.0700 |
|---|---|
| High: | 1.0700 |
| Low: | 1.0300 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.63% | ||
|---|---|---|---|
| 1 Month | -38.24% | ||
| 3 Months | +2.94% | ||
| YTD | -47.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 1.0600 |
|---|---|---|
| 1M High / 1M Low: | 1.7600 | 1.0600 |
| 6M High / 6M Low: | 2.0700 | 0.9600 |
| High (YTD): | 2024-01-02 | 2.0700 |
| Low (YTD): | 2024-02-26 | 0.9600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4238 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4810 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.22% | |
| Volatility 6M: | 114.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
