UniCredit Call 13.5 ENI 14.08.2024
/ DE000HD6C2E3
UniCredit Call 13.5 ENI 14.08.202.../ DE000HD6C2E3 /
| 2024-07-12 7:32:50 PM |
Chg.+0.080 |
Bid9:15:29 PM |
Ask9:15:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+9.64% |
0.890
Bid Size: 8,000 |
0.920
Ask Size: 8,000 |
ENI S.P.A. |
13.50 EUR |
2024-08-14 |
Call |
Master data
| WKN: |
HD6C2E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-08-14 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-08-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.22 |
| Break-even: |
14.42 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
4.55% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
11.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.970 |
| High: |
1.010 |
| Low: |
0.910 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.74% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.800 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
