UC WAR. CALL 12/24 ENL/ DE000HD5WDK3 /
| 13/09/2024 21:46:32 | Chg.+0.0200 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | +1.98% | 1.0200 Bid Size: 15,000 |
1.0400 Ask Size: 15,000 |
ENEL S.P.A. ... | 6.20 - | 18/12/2024 | Call |
Master data
| WKN: | HD5WDK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.20 - |
| Maturity: | 18/12/2024 |
| Issue date: | 27/05/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.17 |
| Parity: | 0.88 |
| Time value: | 0.18 |
| Break-even: | 7.26 |
| Moneyness: | 1.14 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.09 |
| Spread %: | 9.28% |
| Delta: | 0.82 |
| Theta: | 0.00 |
| Omega: | 5.51 |
| Rho: | 0.01 |
Quote data
| Open: | 1.0200 |
|---|---|
| High: | 1.0400 |
| Low: | 1.0200 |
| Previous Close: | 1.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.75% | ||
|---|---|---|---|
| 1 Month | +90.74% | ||
| 3 Months | +139.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0300 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | 1.0300 | 0.5400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7783 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.97% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
