UC WAR. CALL 06/25 ENL/ DE000HD0ZZ61 /
| 1/24/2025 9:00:36 AM | Chg.-0.0200 | Bid9:30:29 AM | Ask9:30:29 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | -6.67% | 0.2800 Bid Size: 150,000 |
0.2900 Ask Size: 150,000 |
ENEL S.P.A. ... | 6.80 - | 6/18/2025 | Call |
Master data
| WKN: | HD0ZZ6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.80 - |
| Maturity: | 6/18/2025 |
| Issue date: | 11/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | -0.11 |
| Time value: | 0.36 |
| Break-even: | 7.16 |
| Moneyness: | 0.98 |
| Premium: | 0.07 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.07 |
| Spread %: | 24.14% |
| Delta: | 0.51 |
| Theta: | 0.00 |
| Omega: | 9.52 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2800 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2800 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.86% | ||
|---|---|---|---|
| 1 Month | -12.50% | ||
| 3 Months | -57.58% | ||
| YTD | -22.22% | ||
| 1 Year | -22.22% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.3000 |
| 6M High / 6M Low: | 0.7600 | 0.2600 |
| High (YTD): | 1/17/2025 | 0.4900 |
| Low (YTD): | 1/23/2025 | 0.3000 |
| 52W High: | 10/17/2024 | 0.7600 |
| 52W Low: | 4/11/2024 | 0.1200 |
| Avg. price 1W: | 0.3720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3911 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4601 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3773 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 167.21% | |
| Volatility 6M: | 128.74% | |
| Volatility 1Y: | 130.45% | |
| Volatility 3Y: | - |