UniCredit Call 6.6 ENL 18.06.2025
/ DE000HD2F368
UniCredit Call 6.6 ENL 18.06.2025/ DE000HD2F368 /
3/3/2025 1:26:22 PM |
Chg.-0.060 |
Bid1:37:00 PM |
Ask1:37:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-10.17% |
0.540 Bid Size: 100,000 |
0.550 Ask Size: 100,000 |
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: |
11.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
0.46 |
Time value: |
0.14 |
Break-even: |
7.20 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.69% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
9.21 |
Rho: |
0.01 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.520 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.92% |
1 Month |
|
|
+1.92% |
3 Months |
|
|
+3.92% |
YTD |
|
|
+10.42% |
1 Year |
|
|
+152.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.520 |
1M High / 1M Low: |
0.590 |
0.430 |
6M High / 6M Low: |
0.910 |
0.340 |
High (YTD): |
1/17/2025 |
0.620 |
Low (YTD): |
1/24/2025 |
0.390 |
52W High: |
10/17/2024 |
0.910 |
52W Low: |
4/11/2024 |
0.160 |
Avg. price 1W: |
|
0.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.509 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.578 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.489 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
108.35% |
Volatility 6M: |
|
121.65% |
Volatility 1Y: |
|
123.12% |
Volatility 3Y: |
|
- |