UC WAR. CALL 08/24 ENI/ DE000HD5SPP4 /
| 05/07/2024 21:47:02 | Chg.-0.0400 | Bid21:59:27 | Ask21:59:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | -17.39% | 0.1700 Bid Size: 15,000 |
0.2100 Ask Size: 15,000 |
ENI S.P.A. | 15.00 - | 14/08/2024 | Call |
Master data
| WKN: | HD5SPP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 14/08/2024 |
| Issue date: | 22/05/2024 |
| Last trading day: | 13/08/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 68.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.17 |
| Parity: | -0.55 |
| Time value: | 0.21 |
| Break-even: | 15.21 |
| Moneyness: | 0.96 |
| Premium: | 0.05 |
| Premium p.a.: | 0.61 |
| Spread abs.: | 0.04 |
| Spread %: | 23.53% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 22.67 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2500 |
| Low: | 0.1900 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.83% | ||
|---|---|---|---|
| 1 Month | +26.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.0830 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1558 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 305.52% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
