UC WAR. CALL 07/24 ENI/ DE000HD6C2D5 /
| 6/28/2024 9:45:11 PM | Chg.+0.0200 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | +2.47% | 0.8100 Bid Size: 6,000 |
0.8500 Ask Size: 6,000 |
ENI S.P.A. | 13.60 EUR | 7/17/2024 | Call |
Master data
| WKN: | HD6C2D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.60 EUR |
| Maturity: | 7/17/2024 |
| Issue date: | 6/18/2024 |
| Last trading day: | 7/16/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.75 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.17 |
| Parity: | 0.75 |
| Time value: | 0.10 |
| Break-even: | 14.45 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 4.94% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 14.19 |
| Rho: | 0.01 |
Quote data
| Open: | 0.8600 |
|---|---|
| High: | 0.8900 |
| Low: | 0.8300 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +62.75% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
