UniCredit Call 6.8 ENL 18.06.2025
/ DE000HD0ZZ61
UniCredit Call 6.8 ENL 18.06.2025/ DE000HD0ZZ61 /
| 2024-07-12 1:21:48 PM |
Chg.+0.030 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+7.32% |
0.440
Bid Size: 175,000 |
0.450
Ask Size: 175,000 |
ENEL S.P.A. ... |
6.80 - |
2025-06-18 |
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: |
2025-06-18 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2025-06-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.17 |
| Parity: |
-0.01 |
| Time value: |
0.43 |
| Break-even: |
7.23 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
9.95 |
| Rho: |
0.04 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.440 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+214.29% |
| YTD |
|
|
-12.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.280 |
| 6M High / 6M Low: |
0.510 |
0.120 |
| High (YTD): |
2024-01-15 |
0.510 |
| Low (YTD): |
2024-04-11 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.27% |
| Volatility 6M: |
|
131.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
