UC WAR. CALL 06/24 ENL/ DE000HD572B5 /
| 2024-06-06 11:45:27 AM | Chg.-0.0200 | Bid12:19:38 PM | Ask2024-06-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | -6.90% | 0.2900 Bid Size: 100,000 |
- Ask Size: 125,000 |
ENEL S.P.A. ... | 6.60 - | 2024-06-19 | Call |
Master data
| WKN: | HD572B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.60 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-05-02 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.17 |
| Parity: | 0.21 |
| Time value: | 0.12 |
| Break-even: | 6.93 |
| Moneyness: | 1.03 |
| Premium: | 0.02 |
| Premium p.a.: | 0.61 |
| Spread abs.: | 0.08 |
| Spread %: | 32.00% |
| Delta: | 0.68 |
| Theta: | -0.01 |
| Omega: | 14.13 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2700 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +80.00% | ||
|---|---|---|---|
| 1 Month | +233.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2900 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.0810 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1999 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 386.04% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
