UniCredit Call 6.8 ENL 18.06.2025
/ DE000HD0ZZ61
UniCredit Call 6.8 ENL 18.06.2025/ DE000HD0ZZ61 /
| 8/16/2024 10:36:14 AM |
Chg.+0.020 |
Bid1:07:06 PM |
Ask1:07:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
0.330
Bid Size: 225,000 |
0.340
Ask Size: 225,000 |
ENEL S.P.A. ... |
6.80 - |
6/18/2025 |
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: |
6/18/2025 |
| Issue date: |
11/27/2023 |
| Last trading day: |
6/17/2025 |
| 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: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
-27.66% |
| YTD |
|
|
-32.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.320 |
| 1M High / 1M Low: |
0.470 |
0.310 |
| 6M High / 6M Low: |
0.500 |
0.120 |
| High (YTD): |
1/15/2024 |
0.510 |
| Low (YTD): |
4/11/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.84% |
| Volatility 6M: |
|
135.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
