UniCredit Call 13.8 ENI 18.12.2024
/ DE000HC84234
UniCredit Call 13.8 ENI 18.12.202.../ DE000HC84234 /
| 2024-06-03 7:25:22 PM |
Chg.-0.140 |
Bid7:37:28 PM |
Ask7:37:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-11.20% |
1.120
Bid Size: 20,000 |
1.140
Ask Size: 20,000 |
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: |
11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.61 |
| Break-even: |
15.11 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
3.15% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
8.04 |
| Rho: |
0.05 |
Quote data
| Open: |
1.300 |
| High: |
1.340 |
| Low: |
1.110 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.60% |
| 1 Month |
|
|
-20.71% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-48.37% |
| 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: |
|
1.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.75% |
| Volatility 6M: |
|
113.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
