UC WAR. CALL 03/25 ENL/ DE000HD77X25 /
| 15/10/2024 21:45:47 | Chg.+0.0200 | Bid21:59:10 | Ask21:59:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1000EUR | +1.85% | 1.0900 Bid Size: 15,000 |
1.1100 Ask Size: 15,000 |
ENEL S.P.A. ... | 6.20 EUR | 19/03/2025 | Call |
Master data
| WKN: | HD77X2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.20 EUR |
| Maturity: | 19/03/2025 |
| Issue date: | 22/07/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.08 |
|---|---|
| Intrinsic value: | 0.98 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.16 |
| Parity: | 0.98 |
| Time value: | 0.12 |
| Break-even: | 7.30 |
| Moneyness: | 1.16 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 1.85% |
| Delta: | 0.91 |
| Theta: | 0.00 |
| Omega: | 5.94 |
| Rho: | 0.02 |
Quote data
| Open: | 1.1000 |
|---|---|
| High: | 1.1300 |
| Low: | 1.1000 |
| Previous Close: | 1.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.02% | ||
|---|---|---|---|
| 1 Month | +1.85% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1000 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.8800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0091 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.80% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
