UC WAR. CALL 11/24 ENL/ DE000HD8DQ94 /
| 2024-10-16 9:46:03 AM | Chg.+0.0200 | Bid10:05:48 AM | Ask10:05:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | +6.45% | 0.3200 Bid Size: 125,000 |
0.3300 Ask Size: 125,000 |
ENEL S.P.A. ... | 7.00 EUR | 2024-11-13 | Call |
Master data
| WKN: | HD8DQ9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 EUR |
| Maturity: | 2024-11-13 |
| Issue date: | 2024-09-02 |
| Last trading day: | 2024-11-12 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.16 |
| Parity: | 0.21 |
| Time value: | 0.11 |
| Break-even: | 7.32 |
| Moneyness: | 1.03 |
| Premium: | 0.02 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.02 |
| Spread %: | 6.67% |
| Delta: | 0.70 |
| Theta: | 0.00 |
| Omega: | 15.74 |
| Rho: | 0.00 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3300 |
| Low: | 0.3300 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +65.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3100 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.1800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2605 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 227.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
