UniCredit Call 6.2 ENL 18.06.2025
/ DE000HD0A5T2
UniCredit Call 6.2 ENL 18.06.2025/ DE000HD0A5T2 /
| 13/09/2024 19:28:01 |
Chg.+0.010 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+0.93% |
1.090
Bid Size: 15,000 |
1.110
Ask Size: 15,000 |
ENEL S.P.A. ... |
6.20 - |
18/06/2025 |
Call |
Master data
| WKN: |
HD0A5T |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.20 - |
| Maturity: |
18/06/2025 |
| Issue date: |
30/10/2023 |
| Last trading day: |
17/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.88 |
| Time value: |
0.25 |
| Break-even: |
7.33 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
8.65% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
5.38 |
| Rho: |
0.04 |
Quote data
| Open: |
1.100 |
| High: |
1.110 |
| Low: |
1.070 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.92% |
| 1 Month |
|
|
+67.69% |
| 3 Months |
|
|
+105.66% |
| YTD |
|
|
+34.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
1.060 |
| 1M High / 1M Low: |
1.090 |
0.640 |
| 6M High / 6M Low: |
1.090 |
0.260 |
| High (YTD): |
13/09/2024 |
1.090 |
| Low (YTD): |
11/04/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.641 |
| Avg. volume 6M: |
|
70.543 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.76% |
| Volatility 6M: |
|
104.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
