UC WAR. CALL 06/25 ENI/ DE000HD2HXH5 /
| 9/13/2024 11:46:52 AM | Chg.+0.0200 | Bid9/13/2024 | Ask9/13/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | +9.52% | 0.2300 Bid Size: 125,000 |
0.2400 Ask Size: 125,000 |
ENI S.P.A. | 16.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD2HXH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 2/7/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 46.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.18 |
| Parity: | -2.15 |
| Time value: | 0.30 |
| Break-even: | 16.30 |
| Moneyness: | 0.87 |
| Premium: | 0.18 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.17 |
| Spread %: | 130.77% |
| Delta: | 0.25 |
| Theta: | 0.00 |
| Omega: | 11.54 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2200 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.54% | ||
|---|---|---|---|
| 1 Month | -41.03% | ||
| 3 Months | -25.81% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.2100 |
| 6M High / 6M Low: | 1.0700 | 0.2100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3539 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5230 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 138.31% | |
| Volatility 6M: | 150.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
