UC WAR. CALL 06/25 ENI/ DE000HD3EGP8 /
| 2024-09-27 9:46:28 PM | Chg.+0.0400 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2200EUR | +3.39% | 1.2000 Bid Size: 10,000 |
1.2400 Ask Size: 10,000 |
ENI S.P.A. | 13.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD3EGP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-03-06 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.30 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.18 |
| Parity: | 0.57 |
| Time value: | 0.60 |
| Break-even: | 14.17 |
| Moneyness: | 1.04 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 3.54% |
| Delta: | 0.73 |
| Theta: | 0.00 |
| Omega: | 8.48 |
| Rho: | 0.06 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.2200 |
| Low: | 1.1200 |
| Previous Close: | 1.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.01% | ||
|---|---|---|---|
| 1 Month | -35.45% | ||
| 3 Months | -30.29% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5400 | 1.1800 |
|---|---|---|
| 1M High / 1M Low: | 1.9100 | 1.1700 |
| 6M High / 6M Low: | 2.8700 | 1.1700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5126 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8809 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.71% | |
| Volatility 6M: | 100.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
