UC WAR. CALL 01/25 CPA/ DE000HC49BG8 /
7/30/2024 9:42:33 AM | Chg.-0.0300 | Bid10:00:13 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.5100EUR | -1.18% | 2.5100 Bid Size: 8,000 |
- Ask Size: - |
COLGATE-PALMOLIVE ... | 75.00 - | 1/15/2025 | Call |
Master data
WKN: | HC49BG |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COLGATE-PALMOLIVE DL 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 1/15/2025 |
Issue date: | 2/20/2023 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.67 |
Leverage: | Yes |
Calculated values
Fair value: | 1.95 |
---|---|
Intrinsic value: | 1.82 |
Implied volatility: | 0.60 |
Historic volatility: | 0.13 |
Parity: | 1.82 |
Time value: | 0.72 |
Break-even: | 100.40 |
Moneyness: | 1.24 |
Premium: | 0.08 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.02 |
Spread %: | 0.79% |
Delta: | 0.78 |
Theta: | -0.04 |
Omega: | 2.87 |
Rho: | 0.22 |
Quote data
Open: | 2.4800 |
---|---|
High: | 2.5100 |
Low: | 2.4800 |
Previous Close: | 2.5400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.09% | ||
---|---|---|---|
1 Month | +12.56% | ||
3 Months | +38.67% | ||
YTD | +182.02% | ||
1 Year | +178.89% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5400 | 2.1600 |
---|---|---|
1M High / 1M Low: | 2.5400 | 2.0900 |
6M High / 6M Low: | 2.5400 | 1.1700 |
High (YTD): | 7/29/2024 | 2.5400 |
Low (YTD): | 1/5/2024 | 0.9500 |
52W High: | 7/29/2024 | 2.5400 |
52W Low: | 10/11/2023 | 0.5000 |
Avg. price 1W: | 2.2920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.2133 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7488 | |
Avg. volume 6M: | 1.3386 | |
Avg. price 1Y: | 1.2767 | |
Avg. volume 1Y: | .6667 | |
Volatility 1M: | 52.37% | |
Volatility 6M: | 49.94% | |
Volatility 1Y: | 66.92% | |
Volatility 3Y: | - |