UniCredit Call 6.2 ENL 18.12.2024
/ DE000HD5WDK3
UniCredit Call 6.2 ENL 18.12.2024/ DE000HD5WDK3 /
| 8/9/2024 6:37:10 PM |
Chg.-0.030 |
Bid8/9/2024 |
Ask8/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
0.490
Bid Size: 45,000 |
0.500
Ask Size: 45,000 |
ENEL S.P.A. ... |
6.20 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD5WDK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.20 - |
| Maturity: |
12/18/2024 |
| Issue date: |
5/27/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.23 |
| Time value: |
0.34 |
| Break-even: |
6.77 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
16.33% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
7.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.480 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-14.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.480 |
| 1M High / 1M Low: |
0.730 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
