UC WAR. CALL 12/25 ENL/ DE000HD1EQ90 /
| 2024-10-15 9:45:39 PM | Chg.+0.0100 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6200EUR | +1.64% | 0.6100 Bid Size: 20,000 |
0.6300 Ask Size: 20,000 |
ENEL S.P.A. ... | 7.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD1EQ9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.16 |
| Parity: | 0.18 |
| Time value: | 0.44 |
| Break-even: | 7.62 |
| Moneyness: | 1.03 |
| Premium: | 0.06 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 3.33% |
| Delta: | 0.71 |
| Theta: | 0.00 |
| Omega: | 8.20 |
| Rho: | 0.05 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6400 |
| Low: | 0.6100 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.57% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +51.22% | ||
| YTD | +29.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.6500 | 0.4900 |
| 6M High / 6M Low: | 0.6500 | 0.1400 |
| High (YTD): | 2024-10-01 | 0.6500 |
| Low (YTD): | 2024-04-11 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5752 | |
| Avg. volume 1M: | 661.3333 | |
| Avg. price 6M: | 0.4106 | |
| Avg. volume 6M: | 106.8308 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.11% | |
| Volatility 6M: | 111.68% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
