UC WAR. CALL 01/25 ENI/ DE000HD9Z0L2 /
| 2024-11-08 9:46:26 AM | Chg.-0.0600 | Bid11:20:14 AM | Ask11:20:14 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | -8.00% | 0.6800 Bid Size: 70,000 |
0.6900 Ask Size: 70,000 |
ENI S.P.A. | 13.50 EUR | 2025-01-15 | Call |
Master data
| WKN: | HD9Z0L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.50 EUR |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-10-30 |
| Last trading day: | 2025-01-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.17 |
| Parity: | 0.59 |
| Time value: | 0.15 |
| Break-even: | 14.24 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 5.71% |
| Delta: | 0.83 |
| Theta: | 0.00 |
| Omega: | 15.72 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.6900 |
| Low: | 0.6900 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.76% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
