UC WAR. CALL 06/25 ENL/ DE000HD53WQ3 /
| 2025-02-28 9:46:37 PM | Chg.+0.0600 | Bid9:55:03 PM | Ask9:55:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | +13.04% | - Bid Size: 14,000 |
- Ask Size: 14,000 |
ENEL S.P.A. ... | 6.70 - | 2025-06-18 | Call |
Master data
| WKN: | HD53WQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.70 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-04-29 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | 0.36 |
| Time value: | 0.17 |
| Break-even: | 7.23 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 1.92% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 9.83 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.5300 |
| Low: | 0.4900 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.33% | ||
|---|---|---|---|
| 1 Month | +20.93% | ||
| 3 Months | +30.00% | ||
| YTD | +23.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.3500 |
| 6M High / 6M Low: | 0.8300 | 0.3000 |
| High (YTD): | 2025-01-17 | 0.5500 |
| Low (YTD): | 2025-01-24 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4425 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5182 | |
| Avg. volume 6M: | 20.6480 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 171.97% | |
| Volatility 6M: | 135.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
