UniCredit Call 7.2 ENL 18.06.2025
/ DE000HD0ZZ79
UniCredit Call 7.2 ENL 18.06.2025/ DE000HD0ZZ79 /
2024-07-12 9:03:17 AM |
Chg.+0.030 |
Bid12:01:20 PM |
Ask12:01:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+11.54% |
0.280 Bid Size: 250,000 |
0.290 Ask Size: 250,000 |
ENEL S.P.A. ... |
7.20 - |
2025-06-18 |
Call |
Master data
WKN: |
HD0ZZ7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENEL S.P.A. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.20 - |
Maturity: |
2025-06-18 |
Issue date: |
2023-11-27 |
Last trading day: |
2025-06-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.17 |
Parity: |
-0.41 |
Time value: |
0.27 |
Break-even: |
7.47 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
0.45 |
Theta: |
0.00 |
Omega: |
11.23 |
Rho: |
0.03 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.83% |
1 Month |
|
|
+11.54% |
3 Months |
|
|
+281.58% |
YTD |
|
|
-17.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.220 |
1M High / 1M Low: |
0.260 |
0.170 |
6M High / 6M Low: |
0.360 |
0.061 |
High (YTD): |
2024-01-15 |
0.360 |
Low (YTD): |
2024-04-11 |
0.061 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.187 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.58% |
Volatility 6M: |
|
158.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |