UC WAR. CALL 12/24 ENI/ DE000HD6F1M5 /
| 2024-07-26 11:46:48 AM | Chg.+0.3600 | Bid11:59:15 AM | Ask11:59:15 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7100EUR | +26.67% | 1.7200 Bid Size: 50,000 |
1.7300 Ask Size: 50,000 |
ENI S.P.A. | 13.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD6F1M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-06-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 1.02 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | 1.02 |
| Time value: | 0.40 |
| Break-even: | 14.42 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.10 |
| Spread %: | 7.58% |
| Delta: | 0.79 |
| Theta: | 0.00 |
| Omega: | 7.79 |
| Rho: | 0.04 |
Quote data
| Open: | 1.6300 |
|---|---|
| High: | 1.7100 |
| Low: | 1.6300 |
| Previous Close: | 1.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.82% | ||
|---|---|---|---|
| 1 Month | +9.62% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3700 | 1.2900 |
|---|---|---|
| 1M High / 1M Low: | 1.8400 | 1.2900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5264 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 101.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
