UC WAR. CALL 09/24 ENI/ DE000HD80EY8 /
8/26/2024 1:45:12 PM | Chg.+0.0400 | Bid8/26/2024 | Ask8/26/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1300EUR | +44.44% | 0.1300 Bid Size: 100,000 |
0.1400 Ask Size: 100,000 |
ENI S.P.A. | 15.20 EUR | 9/18/2024 | Call |
Master data
WKN: | HD80EY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.20 EUR |
Maturity: | 9/18/2024 |
Issue date: | 8/19/2024 |
Last trading day: | 9/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 121.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.17 |
Parity: | -0.60 |
Time value: | 0.12 |
Break-even: | 15.32 |
Moneyness: | 0.96 |
Premium: | 0.05 |
Premium p.a.: | 1.15 |
Spread abs.: | 0.04 |
Spread %: | 50.00% |
Delta: | 0.25 |
Theta: | -0.01 |
Omega: | 30.94 |
Rho: | 0.00 |
Quote data
Open: | 0.0600 |
---|---|
High: | 0.1300 |
Low: | 0.0600 |
Previous Close: | 0.0900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1300 | 0.0730 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0974 | |
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: | - |