UC WAR. CALL 07/24 ENI/ DE000HD5DA95 /
| 6/28/2024 9:47:12 PM | Chg.+0.0100 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | +5.00% | 0.1800 Bid Size: 15,000 |
0.2200 Ask Size: 15,000 |
ENI S.P.A. | 14.50 - | 7/17/2024 | Call |
Master data
| WKN: | HD5DA9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.50 - |
| Maturity: | 7/17/2024 |
| Issue date: | 5/8/2024 |
| Last trading day: | 7/16/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 65.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | -0.15 |
| Time value: | 0.22 |
| Break-even: | 14.72 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.04 |
| Spread %: | 22.22% |
| Delta: | 0.44 |
| Theta: | -0.01 |
| Omega: | 28.75 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2100 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +116.49% | ||
|---|---|---|---|
| 1 Month | -43.24% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.0700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1830 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 410.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
