UniCredit Call 6.4 ENL 18.06.2025
/ DE000HD2UQY7
UniCredit Call 6.4 ENL 18.06.2025/ DE000HD2UQY7 /
16/08/2024 15:05:39 |
Chg.+0.010 |
Bid15:09:35 |
Ask15:09:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+1.92% |
0.530 Bid Size: 175,000 |
0.540 Ask Size: 175,000 |
ENEL S.P.A. ... |
6.40 - |
18/06/2025 |
Call |
Master data
WKN: |
HD2UQY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENEL S.P.A. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.40 - |
Maturity: |
18/06/2025 |
Issue date: |
21/02/2024 |
Last trading day: |
17/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
0.09 |
Time value: |
0.51 |
Break-even: |
7.00 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
15.38% |
Delta: |
0.63 |
Theta: |
0.00 |
Omega: |
6.84 |
Rho: |
0.03 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.00% |
1 Month |
|
|
-11.67% |
3 Months |
|
|
-23.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.500 |
1M High / 1M Low: |
0.690 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.518 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.573 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |