UC WAR. CALL 06/25 ENL/ DE000HD15CE0 /
| 8/9/2024 5:45:48 PM | Chg.-0.0100 | Bid8/9/2024 | Ask8/9/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -5.88% | 0.1500 Bid Size: 70,000 |
0.1600 Ask Size: 70,000 |
ENEL S.P.A. ... | 7.40 - | 6/18/2025 | Call |
Master data
| WKN: | HD15CE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.40 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/6/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.17 |
| Parity: | -0.97 |
| Time value: | 0.22 |
| Break-even: | 7.62 |
| Moneyness: | 0.87 |
| Premium: | 0.19 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.08 |
| Spread %: | 57.14% |
| Delta: | 0.31 |
| Theta: | 0.00 |
| Omega: | 9.11 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1600 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.79% | ||
|---|---|---|---|
| 1 Month | -11.11% | ||
| 3 Months | -15.79% | ||
| YTD | -46.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.1600 |
| 6M High / 6M Low: | 0.2700 | 0.0490 |
| High (YTD): | 1/15/2024 | 0.3100 |
| Low (YTD): | 4/11/2024 | 0.0490 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1996 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1514 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.31% | |
| Volatility 6M: | 157.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
