UniCredit Call 7.6 ENL 18.12.2024
/ DE000HD2M4E1
UniCredit Call 7.6 ENL 18.12.2024/ DE000HD2M4E1 /
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: |
|
- |