UniCredit Call 6.5 ENL 19.03.2025
/ DE000HD4HH87
UniCredit Call 6.5 ENL 19.03.2025/ DE000HD4HH87 /
| 09/08/2024 18:21:10 |
Chg.-0.030 |
Bid09/08/2024 |
Ask09/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.370
Bid Size: 50,000 |
0.380
Ask Size: 50,000 |
ENEL S.P.A. ... |
6.50 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD4HH8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 - |
| Maturity: |
19/03/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.07 |
| Time value: |
0.45 |
| Break-even: |
6.95 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
21.62% |
| Delta: |
0.56 |
| Theta: |
0.00 |
| Omega: |
7.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
-13.95% |
| 3 Months |
|
|
-15.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.560 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
