UniCredit Call 13.8 ENI 18.12.2024
/ DE000HC84234
UniCredit Call 13.8 ENI 18.12.202.../ DE000HC84234 /
2024-05-31 7:26:57 PM |
Chg.+0.100 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.250EUR |
+8.70% |
1.260 Bid Size: 8,000 |
1.300 Ask Size: 8,000 |
ENI S.P.A. |
13.80 - |
2024-12-18 |
Call |
Master data
WKN: |
HC8423 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.80 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.17 |
Historic volatility: |
0.17 |
Parity: |
0.70 |
Time value: |
0.60 |
Break-even: |
15.10 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
3.17% |
Delta: |
0.73 |
Theta: |
0.00 |
Omega: |
8.14 |
Rho: |
0.05 |
Quote data
Open: |
1.180 |
High: |
1.260 |
Low: |
1.180 |
Previous Close: |
1.150 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.84% |
1 Month |
|
|
-27.33% |
3 Months |
|
|
+12.61% |
YTD |
|
|
-41.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.290 |
1.150 |
1M High / 1M Low: |
1.700 |
1.150 |
6M High / 6M Low: |
2.240 |
1.060 |
High (YTD): |
2024-01-02 |
2.240 |
Low (YTD): |
2024-02-26 |
1.060 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.402 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.565 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.63% |
Volatility 6M: |
|
113.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |