UC WAR. CALL 06/26 ENL/ DE000HD6LSG0 /
| 1/23/2025 9:46:50 PM | Chg.-0.0300 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | -2.19% | 1.3400 Bid Size: 12,000 |
1.3600 Ask Size: 12,000 |
ENEL S.P.A. ... | 5.50 - | 6/17/2026 | Call |
Master data
| WKN: | HD6LSG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.50 - |
| Maturity: | 6/17/2026 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/16/2026 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.47 |
|---|---|
| Intrinsic value: | 1.19 |
| Implied volatility: | 0.09 |
| Historic volatility: | 0.17 |
| Parity: | 1.19 |
| Time value: | 0.21 |
| Break-even: | 6.90 |
| Moneyness: | 1.22 |
| Premium: | 0.03 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.07 |
| Spread %: | 5.26% |
| Delta: | 0.99 |
| Theta: | 0.00 |
| Omega: | 4.72 |
| Rho: | 0.07 |
Quote data
| Open: | 1.3300 |
|---|---|
| High: | 1.3400 |
| Low: | 1.3100 |
| Previous Close: | 1.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.19% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -23.43% | ||
| YTD | -5.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.6300 | 1.3700 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 1.3400 |
| 6M High / 6M Low: | 1.9100 | 1.0600 |
| High (YTD): | 1/17/2025 | 1.6300 |
| Low (YTD): | 1/22/2025 | 1.3700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4767 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4807 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.89% | |
| Volatility 6M: | 62.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |