UniCredit Call 6.5 ENL 19.03.2025
/ DE000HD4HH87
UniCredit Call 6.5 ENL 19.03.2025/ DE000HD4HH87 /
| 7/12/2024 5:37:53 PM |
Chg.+0.060 |
Bid6:26:13 PM |
Ask6:26:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+12.00% |
0.550
Bid Size: 40,000 |
0.560
Ask Size: 40,000 |
ENEL S.P.A. ... |
6.50 - |
3/19/2025 |
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: |
3/19/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.17 |
| Parity: |
0.29 |
| Time value: |
0.23 |
| Break-even: |
7.02 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
10.36 |
| Rho: |
0.03 |
Quote data
| Open: |
0.550 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.15% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+229.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.430 |
| 1M High / 1M Low: |
0.500 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
