UniCredit Call 6.6 ENL 18.06.2025
/ DE000HD2F368
UniCredit Call 6.6 ENL 18.06.2025/ DE000HD2F368 /
13/09/2024 19:38:57 |
Chg.0.000 |
Bid21:59:20 |
Ask21:59:20 |
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 - |
18/06/2025 |
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: |
18/06/2025 |
Issue date: |
05/02/2024 |
Last trading day: |
17/06/2025 |
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: |
|
- |