UniCredit Call 14.5 ENI 14.08.2024
/ DE000HD5SPN9
UniCredit Call 14.5 ENI 14.08.202.../ DE000HD5SPN9 /
| 7/4/2024 8:47:53 PM |
Chg.- |
Bid10:26:50 AM |
Ask10:26:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
- |
0.470
Bid Size: 80,000 |
0.480
Ask Size: 80,000 |
ENI S.P.A. |
14.50 - |
8/14/2024 |
Call |
Master data
| WKN: |
HD5SPN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
8/14/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
8/13/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.11 |
| Time value: |
0.38 |
| Break-even: |
14.99 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
8.89% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
17.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.460 |
| Low: |
0.420 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+69.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.320 |
| 1M High / 1M Low: |
0.460 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
