UC WAR. CALL 12/25 ENI/ DE000HD5HHP4 /
2024-06-07 9:45:33 PM | Chg.-0.0400 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.6700EUR | -2.34% | 1.6700 Bid Size: 10,000 |
1.7100 Ask Size: 10,000 |
ENI S.P.A. | 13.00 - | 2025-12-17 | Call |
Master data
WKN: | HD5HHP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-05-13 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.18 |
Leverage: | Yes |
Calculated values
Fair value: | 2.17 |
---|---|
Intrinsic value: | 0.99 |
Implied volatility: | 0.05 |
Historic volatility: | 0.17 |
Parity: | 0.99 |
Time value: | 0.72 |
Break-even: | 14.71 |
Moneyness: | 1.08 |
Premium: | 0.05 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.04 |
Spread %: | 2.40% |
Delta: | 0.98 |
Theta: | 0.00 |
Omega: | 8.02 |
Rho: | 0.18 |
Quote data
Open: | 1.7100 |
---|---|
High: | 1.7200 |
Low: | 1.6700 |
Previous Close: | 1.7100 |
Turnover: | 1,499.6600 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.10% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9700 | 1.6700 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.7400 | |
Avg. volume 1W: | 259.6000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |