UC WAR. CALL 06/25 ENL/ DE000HD0ZZ79 /
| 10/15/2024 9:46:42 PM | Chg.+0.0200 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | +4.88% | 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: | 16.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.16 |
| Parity: | -0.02 |
| Time value: | 0.43 |
| Break-even: | 7.63 |
| Moneyness: | 1.00 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.02 |
| Spread %: | 4.88% |
| Delta: | 0.58 |
| Theta: | 0.00 |
| Omega: | 9.73 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4400 |
| Low: | 0.4200 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.47% | ||
|---|---|---|---|
| 1 Month | -2.27% | ||
| 3 Months | +79.17% | ||
| YTD | +19.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.3200 |
| 6M High / 6M Low: | 0.4500 | 0.0750 |
| High (YTD): | 10/1/2024 | 0.4500 |
| Low (YTD): | 4/11/2024 | 0.0650 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3855 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2682 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.94% | |
| Volatility 6M: | 129.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
