UC WAR. CALL 09/24 ENI/ DE000HD7X295 /
8/26/2024 5:45:58 PM | Chg.+0.1100 | Bid7:14:57 PM | Ask7:14:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6800EUR | +19.30% | 0.6900 Bid Size: 15,000 |
0.7100 Ask Size: 15,000 |
ENI S.P.A. | 14.20 EUR | 9/18/2024 | Call |
Master data
WKN: | HD7X29 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.20 EUR |
Maturity: | 9/18/2024 |
Issue date: | 8/14/2024 |
Last trading day: | 9/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 24.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.52 |
---|---|
Intrinsic value: | 0.40 |
Implied volatility: | 0.24 |
Historic volatility: | 0.17 |
Parity: | 0.40 |
Time value: | 0.20 |
Break-even: | 14.80 |
Moneyness: | 1.03 |
Premium: | 0.01 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.04 |
Spread %: | 7.14% |
Delta: | 0.70 |
Theta: | -0.01 |
Omega: | 17.08 |
Rho: | 0.01 |
Quote data
Open: | 0.5500 |
---|---|
High: | 0.7400 |
Low: | 0.5500 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.25% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5900 | 0.4400 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5180 | |
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: | - |