UC WAR. CALL 08/24 ENI/ DE000HD5SPP4 /
7/12/2024 9:00:25 AM | Chg.0.0000 | Bid9:20:12 AM | Ask9:20:12 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0900EUR | 0.00% | 0.1000 Bid Size: 100,000 |
0.1100 Ask Size: 100,000 |
ENI S.P.A. | 15.00 - | 8/14/2024 | Call |
Master data
WKN: | HD5SPP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.00 - |
Maturity: | 8/14/2024 |
Issue date: | 5/22/2024 |
Last trading day: | 8/13/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 118.17 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.17 |
Parity: | -0.82 |
Time value: | 0.12 |
Break-even: | 15.12 |
Moneyness: | 0.95 |
Premium: | 0.07 |
Premium p.a.: | 0.99 |
Spread abs.: | 0.05 |
Spread %: | 71.43% |
Delta: | 0.23 |
Theta: | 0.00 |
Omega: | 26.64 |
Rho: | 0.00 |
Quote data
Open: | 0.0900 |
---|---|
High: | 0.0900 |
Low: | 0.0900 |
Previous Close: | 0.0900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -52.63% | ||
---|---|---|---|
1 Month | -30.77% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1900 | 0.0870 |
---|---|---|
1M High / 1M Low: | 0.2400 | 0.0830 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1172 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1455 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 325.43% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |