UniCredit Call 15 ENI 18.09.2024
/ DE000HD7LS85
UniCredit Call 15 ENI 18.09.2024/ DE000HD7LS85 /
26/08/2024 19:37:26 |
Chg.+0.050 |
Bid20:31:02 |
Ask20:31:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+38.46% |
0.180 Bid Size: 15,000 |
0.210 Ask Size: 15,000 |
ENI S.P.A. |
15.00 EUR |
18/09/2024 |
Call |
Master data
WKN: |
HD7LS8 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
18/09/2024 |
Issue date: |
05/08/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
85.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-0.40 |
Time value: |
0.17 |
Break-even: |
15.17 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.04 |
Spread %: |
30.77% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
28.64 |
Rho: |
0.00 |
Quote data
Open: |
0.140 |
High: |
0.210 |
Low: |
0.140 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.090 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
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: |
|
- |