UniCredit Call 6.8 ENL 18.06.2025
/ DE000HD0ZZ61
UniCredit Call 6.8 ENL 18.06.2025/ DE000HD0ZZ61 /
16/08/2024 18:28:53 |
Chg.+0.030 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+9.38% |
0.350 Bid Size: 60,000 |
0.360 Ask Size: 60,000 |
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: |
16.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
-0.31 |
Time value: |
0.40 |
Break-even: |
7.20 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.08 |
Spread %: |
25.00% |
Delta: |
0.50 |
Theta: |
0.00 |
Omega: |
8.05 |
Rho: |
0.02 |
Quote data
Open: |
0.330 |
High: |
0.350 |
Low: |
0.330 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.38% |
1 Month |
|
|
-7.89% |
3 Months |
|
|
-27.08% |
YTD |
|
|
-30.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.320 |
1M High / 1M Low: |
0.460 |
0.320 |
6M High / 6M Low: |
0.490 |
0.120 |
High (YTD): |
15/01/2024 |
0.510 |
Low (YTD): |
11/04/2024 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.374 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.302 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.56% |
Volatility 6M: |
|
139.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |