UC WAR. CALL 06/25 ENI/ DE000HD3EGP8 /
10/18/2024 9:46:09 PM | Chg.-0.0300 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4900EUR | -1.97% | 1.4700 Bid Size: 8,000 |
1.5100 Ask Size: 8,000 |
ENI S.P.A. | 13.00 - | 6/18/2025 | Call |
Master data
WKN: | HD3EGP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 - |
Maturity: | 6/18/2025 |
Issue date: | 3/6/2024 |
Last trading day: | 6/17/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.34 |
Leverage: | Yes |
Calculated values
Fair value: | 1.64 |
---|---|
Intrinsic value: | 1.10 |
Implied volatility: | 0.13 |
Historic volatility: | 0.18 |
Parity: | 1.10 |
Time value: | 0.41 |
Break-even: | 14.51 |
Moneyness: | 1.08 |
Premium: | 0.03 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.04 |
Spread %: | 2.72% |
Delta: | 0.84 |
Theta: | 0.00 |
Omega: | 7.84 |
Rho: | 0.07 |
Quote data
Open: | 1.5200 |
---|---|
High: | 1.5400 |
Low: | 1.4900 |
Previous Close: | 1.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.31% | ||
---|---|---|---|
1 Month | -7.45% | ||
3 Months | -1.32% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7100 | 1.4000 |
---|---|---|
1M High / 1M Low: | 1.8100 | 1.1800 |
6M High / 6M Low: | 2.7600 | 1.1700 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.5180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5136 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7593 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 135.12% | |
Volatility 6M: | 105.59% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |