UniCredit Call 7.6 ENL 18.12.2024/  DE000HD2M4E1  /

EUWAX
10/15/2024  8:42:56 PM Chg.-0.001 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.083EUR -1.19% -
Bid Size: -
-
Ask Size: -
ENEL S.P.A. ... 7.60 - 12/18/2024 Call
 

Master data

WKN: HD2M4E
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 7.60 -
Maturity: 12/18/2024
Issue date: 2/12/2024
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 65.24
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.42
Time value: 0.11
Break-even: 7.71
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.51
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.29
Theta: 0.00
Omega: 19.04
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.083
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.61%
1 Month
  -7.78%
3 Months  
+38.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.051
1M High / 1M Low: 0.110 0.045
6M High / 6M Low: 0.120 0.007
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   324.05%
Volatility 6M:   752.04%
Volatility 1Y:   -
Volatility 3Y:   -