UniCredit Call 6.8 ENL 18.06.2025
/ DE000HD0ZZ61
UniCredit Call 6.8 ENL 18.06.2025/ DE000HD0ZZ61 /
| 18/09/2024 16:19:33 |
Chg.-0.040 |
Bid18/09/2024 |
Ask18/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-5.88% |
0.640
Bid Size: 125,000 |
0.650
Ask Size: 125,000 |
ENEL S.P.A. ... |
6.80 - |
18/06/2025 |
Call |
Master data
| WKN: |
HD0ZZ6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.80 - |
| Maturity: |
18/06/2025 |
| Issue date: |
27/11/2023 |
| Last trading day: |
17/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.17 |
| Parity: |
0.38 |
| Time value: |
0.31 |
| Break-even: |
7.49 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
7.92 |
| Rho: |
0.04 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.640 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.59% |
| 1 Month |
|
|
+82.86% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+28.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.630 |
| 1M High / 1M Low: |
0.680 |
0.340 |
| 6M High / 6M Low: |
0.680 |
0.120 |
| High (YTD): |
17/09/2024 |
0.680 |
| Low (YTD): |
11/04/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.42% |
| Volatility 6M: |
|
129.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
