UC WAR. CALL 01/25 CPA/ DE000HC3LNM7 /
2024-08-13 11:41:52 AM | Chg.- | Bid1:15:24 PM | Ask2024-08-13 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0900EUR | - | 2.0900 Bid Size: 10,000 |
- Ask Size: 8,000 |
COLGATE-PALMOLIVE ... | 80.00 - | 2025-01-15 | Call |
Master data
WKN: | HC3LNM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COLGATE-PALMOLIVE DL 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-01-27 |
Last trading day: | 2024-08-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.30 |
Leverage: | Yes |
Calculated values
Fair value: | 1.37 |
---|---|
Intrinsic value: | 1.24 |
Implied volatility: | 0.62 |
Historic volatility: | 0.13 |
Parity: | 1.24 |
Time value: | 0.91 |
Break-even: | 101.50 |
Moneyness: | 1.16 |
Premium: | 0.10 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.12 |
Spread %: | 5.91% |
Delta: | 0.73 |
Theta: | -0.05 |
Omega: | 3.12 |
Rho: | 0.19 |
Quote data
Open: | 2.0800 |
---|---|
High: | 2.1000 |
Low: | 2.0800 |
Previous Close: | 2.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.43% | ||
---|---|---|---|
1 Month | +19.43% | ||
3 Months | +33.12% | ||
YTD | +231.75% | ||
1 Year | +216.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2100 | 2.0900 |
---|---|---|
1M High / 1M Low: | 2.2900 | 1.7500 |
6M High / 6M Low: | 2.2900 | 0.8700 |
High (YTD): | 2024-08-06 | 2.2900 |
Low (YTD): | 2024-01-24 | 0.6800 |
52W High: | 2024-08-06 | 2.2900 |
52W Low: | 2023-10-11 | 0.3400 |
Avg. price 1W: | 2.1367 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0071 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4803 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.0304 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 79.79% | |
Volatility 6M: | 62.60% | |
Volatility 1Y: | 79.92% | |
Volatility 3Y: | - |