UC WAR. CALL 03/25 ENL/ DE000HD3XTN6 /
2024-10-18 9:46:30 PM | Chg.-0.0100 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4000EUR | -0.71% | 1.4000 Bid Size: 14,000 |
1.4200 Ask Size: 14,000 |
ENEL S.P.A. ... | 6.00 EUR | 2025-03-19 | Call |
Master data
WKN: | HD3XTN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENEL S.P.A. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 6.00 EUR |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-20 |
Last trading day: | 2025-03-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.16 |
Leverage: | Yes |
Calculated values
Fair value: | 1.41 |
---|---|
Intrinsic value: | 1.33 |
Implied volatility: | 0.18 |
Historic volatility: | 0.16 |
Parity: | 1.33 |
Time value: | 0.09 |
Break-even: | 7.42 |
Moneyness: | 1.22 |
Premium: | 0.01 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.02 |
Spread %: | 1.43% |
Delta: | 0.97 |
Theta: | 0.00 |
Omega: | 5.02 |
Rho: | 0.02 |
Quote data
Open: | 1.3600 |
---|---|
High: | 1.4000 |
Low: | 1.3400 |
Previous Close: | 1.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +19.66% | ||
---|---|---|---|
1 Month | +27.27% | ||
3 Months | +70.73% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4100 | 1.2700 |
---|---|---|
1M High / 1M Low: | 1.4100 | 1.0600 |
6M High / 6M Low: | 1.4100 | 0.3800 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2086 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8809 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.81% | |
Volatility 6M: | 93.47% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |