UniCredit Call 6.6 ENL 18.06.2025
/ DE000HD2F368
UniCredit Call 6.6 ENL 18.06.2025/ DE000HD2F368 /
| 9/13/2024 7:38:57 PM |
Chg.0.000 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
0.00% |
0.780
Bid Size: 15,000 |
0.800
Ask Size: 15,000 |
ENEL S.P.A. ... |
6.60 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD2F36 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.60 - |
| Maturity: |
6/18/2025 |
| Issue date: |
2/5/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.48 |
| Time value: |
0.35 |
| Break-even: |
7.43 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
12.16% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
6.44 |
| Rho: |
0.03 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+81.40% |
| 3 Months |
|
|
+73.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.720 |
| 1M High / 1M Low: |
0.780 |
0.410 |
| 6M High / 6M Low: |
0.780 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.429 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.89% |
| Volatility 6M: |
|
119.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
