UC WAR. CALL 01/25 CPA/ DE000HC3LNN5 /
12/07/2024 21:41:44 | Chg.+0.0600 | Bid21:57:27 | Ask21:57:27 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0600EUR | +6.00% | 1.0300 Bid Size: 20,000 |
1.0400 Ask Size: 20,000 |
COLGATE-PALMOLIVE ... | 90.00 - | 15/01/2025 | Call |
Master data
WKN: | HC3LNN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COLGATE-PALMOLIVE DL 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 - |
Maturity: | 15/01/2025 |
Issue date: | 27/01/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.13 |
Parity: | -0.01 |
Time value: | 1.04 |
Break-even: | 100.40 |
Moneyness: | 1.00 |
Premium: | 0.12 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.01 |
Spread %: | 0.97% |
Delta: | 0.58 |
Theta: | -0.03 |
Omega: | 5.01 |
Rho: | 0.21 |
Quote data
Open: | 1.0000 |
---|---|
High: | 1.0600 |
Low: | 1.0000 |
Previous Close: | 1.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.28% | ||
---|---|---|---|
1 Month | +32.50% | ||
3 Months | +140.91% | ||
YTD | +278.57% | ||
1 Year | +178.95% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0600 | 0.9700 |
---|---|---|
1M High / 1M Low: | 1.1200 | 0.8000 |
6M High / 6M Low: | 1.1200 | 0.2800 |
High (YTD): | 25/06/2024 | 1.1200 |
Low (YTD): | 24/01/2024 | 0.2800 |
52W High: | 25/06/2024 | 1.1200 |
52W Low: | 11/10/2023 | 0.1500 |
Avg. price 1W: | 1.0060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9862 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6386 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4527 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 91.92% | |
Volatility 6M: | 94.21% | |
Volatility 1Y: | 107.85% | |
Volatility 3Y: | - |