UniCredit Call 8 ENL 18.12.2024/  DE000HD67ZA0  /

Frankfurt Zert./HVB
7/12/2024  7:36:33 PM Chg.+0.007 Bid8:00:32 PM Ask8:00:32 PM Underlying Strike price Expiration date Option type
0.038EUR +22.58% 0.037
Bid Size: 35,000
0.049
Ask Size: 35,000
ENEL S.P.A. ... 8.00 - 12/18/2024 Call
 

Master data

WKN: HD67ZA
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 12/18/2024
Issue date: 6/10/2024
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 147.59
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -1.21
Time value: 0.05
Break-even: 8.05
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 76.92%
Delta: 0.12
Theta: 0.00
Omega: 17.75
Rho: 0.00
 

Quote data

Open: 0.039
High: 0.041
Low: 0.036
Previous Close: 0.031
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month
  -9.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.024
1M High / 1M Low: 0.042 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -