UniCredit Call 13 ENI 18.12.2024
/ DE000HD6F1M5
UniCredit Call 13 ENI 18.12.2024/ DE000HD6F1M5 /
| 8/8/2024 9:34:59 AM |
Chg.-0.06 |
Bid9:53:18 AM |
Ask9:53:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-4.29% |
1.36
Bid Size: 60,000 |
1.37
Ask Size: 60,000 |
ENI S.P.A. |
13.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD6F1M |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/19/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.18 |
| Parity: |
1.22 |
| Time value: |
0.22 |
| Break-even: |
14.44 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
2.86% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
8.88 |
| Rho: |
0.04 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.29% |
| 1 Month |
|
|
-11.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.29 |
| 1M High / 1M Low: |
1.96 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
