UniCredit Call 6.2 ENL 18.06.2025
/ DE000HD0A5T2
UniCredit Call 6.2 ENL 18.06.2025/ DE000HD0A5T2 /
| 09/08/2024 17:38:45 |
Chg.-0.030 |
Bid09/08/2024 |
Ask09/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-4.76% |
0.600
Bid Size: 45,000 |
0.610
Ask Size: 45,000 |
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: |
9.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.23 |
| Time value: |
0.45 |
| Break-even: |
6.88 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
13.33% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
6.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.630 |
| High: |
0.640 |
| Low: |
0.580 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-10.45% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
-25.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.580 |
| 1M High / 1M Low: |
0.820 |
0.580 |
| 6M High / 6M Low: |
0.840 |
0.260 |
| High (YTD): |
05/06/2024 |
0.840 |
| Low (YTD): |
11/04/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.552 |
| Avg. volume 6M: |
|
143.307 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.24% |
| Volatility 6M: |
|
113.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
