UC WAR. CALL 09/24 ENI/ DE000HD7LS85 /
| 8/26/2024 1:46:36 PM | Chg.+0.0600 | Bid2:26:52 PM | Ask2:26:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | +46.15% | 0.2000 Bid Size: 100,000 |
0.2100 Ask Size: 100,000 |
ENI S.P.A. | 15.00 EUR | 9/18/2024 | Call |
Master data
| WKN: | HD7LS8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 EUR |
| Maturity: | 9/18/2024 |
| Issue date: | 8/5/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 85.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | -0.40 |
| Time value: | 0.17 |
| Break-even: | 15.17 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 0.84 |
| Spread abs.: | 0.04 |
| Spread %: | 30.77% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 28.64 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1100 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.56% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1400 | |
| 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: | - |
