UC WAR. CALL 06/25 ENL/ DE000HD0ZZ79 /
| 9/13/2024 9:47:00 PM | Chg.0.0000 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | 0.00% | 0.4100 Bid Size: 25,000 |
0.4300 Ask Size: 25,000 |
ENEL S.P.A. ... | 7.20 - | 6/18/2025 | Call |
Master data
| WKN: | HD0ZZ7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.20 - |
| Maturity: | 6/18/2025 |
| Issue date: | 11/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.17 |
| Parity: | -0.12 |
| Time value: | 0.47 |
| Break-even: | 7.67 |
| Moneyness: | 0.98 |
| Premium: | 0.08 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.09 |
| Spread %: | 23.68% |
| Delta: | 0.56 |
| Theta: | 0.00 |
| Omega: | 8.37 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4300 |
| Low: | 0.4200 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.53% | ||
|---|---|---|---|
| 1 Month | +90.91% | ||
| 3 Months | +75.00% | ||
| YTD | +16.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2000 |
| 6M High / 6M Low: | 0.4200 | 0.0650 |
| High (YTD): | 9/12/2024 | 0.4200 |
| Low (YTD): | 4/11/2024 | 0.0650 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2896 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2219 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.54% | |
| Volatility 6M: | 145.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
