UC WAR. CALL 06/25 ENI/ DE000HD3EGP8 /
| 6/28/2024 9:45:18 PM | Chg.+0.0400 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | +2.29% | 1.7700 Bid Size: 8,000 |
1.8100 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: | 7.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.09 |
|---|---|
| Intrinsic value: | 1.35 |
| Implied volatility: | 0.06 |
| Historic volatility: | 0.17 |
| Parity: | 1.35 |
| Time value: | 0.46 |
| Break-even: | 14.81 |
| Moneyness: | 1.10 |
| Premium: | 0.03 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 2.26% |
| Delta: | 0.99 |
| Theta: | 0.00 |
| Omega: | 7.87 |
| Rho: | 0.12 |
Quote data
| Open: | 1.7800 |
|---|---|
| High: | 1.8300 |
| Low: | 1.7800 |
| Previous Close: | 1.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.95% | ||
|---|---|---|---|
| 1 Month | -8.21% | ||
| 3 Months | -11.82% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7900 | 1.6300 |
|---|---|---|
| 1M High / 1M Low: | 2.0000 | 1.2500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6174 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.83% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
