UniCredit Call 6.9 ENL 18.06.2025
/ DE000HD5DA61
UniCredit Call 6.9 ENL 18.06.2025/ DE000HD5DA61 /
| 8/16/2024 2:31:01 PM |
Chg.+0.010 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+3.57% |
0.290
Bid Size: 250,000 |
0.300
Ask Size: 250,000 |
ENEL S.P.A. ... |
6.90 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD5DA6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.90 - |
| Maturity: |
6/18/2025 |
| Issue date: |
5/8/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.41 |
| Time value: |
0.36 |
| Break-even: |
7.26 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
28.57% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
8.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.71% |
| 3 Months |
|
|
-32.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.280 |
| 1M High / 1M Low: |
0.420 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
