UniCredit Call 6.2 ENL 15.05.2024
/ DE000HD315A1
UniCredit Call 6.2 ENL 15.05.2024/ DE000HD315A1 /
2024-04-29 7:30:19 PM |
Chg.+0.020 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+20.00% |
0.110 Bid Size: 20,000 |
0.130 Ask Size: 20,000 |
ENEL S.P.A. ... |
6.20 - |
2024-05-15 |
Call |
Master data
WKN: |
HD315A |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENEL S.P.A. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.20 - |
Maturity: |
2024-05-15 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-05-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
55.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
-0.07 |
Time value: |
0.11 |
Break-even: |
6.31 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.02 |
Spread %: |
22.22% |
Delta: |
0.44 |
Theta: |
0.00 |
Omega: |
24.66 |
Rho: |
0.00 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.110 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.068 |
1M High / 1M Low: |
0.100 |
0.018 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
585.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |