UC WAR. CALL 09/24 E0P/ DE000HD0NY90 /
| 8/1/2024 7:42:25 PM | Chg.-0.2200 | Bid9:12:23 PM | Ask9:12:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | -28.57% | 0.5400 Bid Size: 35,000 |
0.5500 Ask Size: 35,000 |
ENPHASE ENERGY INC.D... | 120.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0NY9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENPHASE ENERGY INC.DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/13/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.57 |
| Parity: | -1.37 |
| Time value: | 0.74 |
| Break-even: | 127.40 |
| Moneyness: | 0.89 |
| Premium: | 0.20 |
| Premium p.a.: | 2.95 |
| Spread abs.: | 0.01 |
| Spread %: | 1.37% |
| Delta: | 0.40 |
| Theta: | -0.13 |
| Omega: | 5.72 |
| Rho: | 0.05 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 0.8000 |
| Low: | 0.5500 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -45.00% | ||
|---|---|---|---|
| 1 Month | +14.58% | ||
| 3 Months | -56.00% | ||
| YTD | -84.24% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 1.2400 | 0.4200 |
| 6M High / 6M Low: | 3.4200 | 0.4200 |
| High (YTD): | 2/15/2024 | 3.4200 |
| Low (YTD): | 7/2/2024 | 0.4200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8100 | |
| Avg. volume 1W: | 35.4000 | |
| Avg. price 1M: | 0.7513 | |
| Avg. volume 1M: | 20.8696 | |
| Avg. price 6M: | 1.6556 | |
| Avg. volume 6M: | 4.0472 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 341.39% | |
| Volatility 6M: | 248.51% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
