UniCredit Call 8 ENL 18.12.2024
/ DE000HD67ZA0
UniCredit Call 8 ENL 18.12.2024/ DE000HD67ZA0 /
| 13/09/2024 19:27:25 |
Chg.-0.004 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-10.53% |
0.029
Bid Size: 35,000 |
0.050
Ask Size: 35,000 |
ENEL S.P.A. ... |
8.00 - |
18/12/2024 |
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: |
18/12/2024 |
| Issue date: |
10/06/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
59.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.92 |
| Time value: |
0.12 |
| Break-even: |
8.12 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.08 |
| Spread %: |
200.00% |
| Delta: |
0.23 |
| Theta: |
0.00 |
| Omega: |
13.38 |
| Rho: |
0.00 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.033 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+78.95% |
| 3 Months |
|
|
+3.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.038 |
0.032 |
| 1M High / 1M Low: |
0.038 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
