UC WAR. CALL 12/24 CPA/ DE000HC3SJ02 /
| 2024-06-27 9:41:52 AM | Chg.- | Bid1:00:31 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2600EUR | - | 2.2900 Bid Size: 10,000 |
- Ask Size: - |
COLGATE-PALMOLIVE ... | 75.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3SJ0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COLGATE-PALMOLIVE DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-03 |
| Last trading day: | 2024-06-27 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 1.49 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.13 |
| Parity: | 1.49 |
| Time value: | 0.80 |
| Break-even: | 97.90 |
| Moneyness: | 1.20 |
| Premium: | 0.09 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.01 |
| Spread %: | 0.44% |
| Delta: | 0.75 |
| Theta: | -0.04 |
| Omega: | 2.96 |
| Rho: | 0.20 |
Quote data
| Open: | 2.2500 |
|---|---|
| High: | 2.2600 |
| Low: | 2.2500 |
| Previous Close: | 2.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +22.83% | ||
| 3 Months | +73.85% | ||
| YTD | +162.79% | ||
| 1 Year | +165.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.3300 | 1.8400 |
| 6M High / 6M Low: | 2.3300 | 0.9300 |
| High (YTD): | 2024-06-24 | 2.3300 |
| Low (YTD): | 2024-01-05 | 0.9100 |
| 52W High: | 2024-06-24 | 2.3300 |
| 52W Low: | 2023-10-11 | 0.4700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.1475 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5529 | |
| Avg. volume 6M: | .1966 | |
| Avg. price 1Y: | 1.1412 | |
| Avg. volume 1Y: | .0935 | |
| Volatility 1M: | 53.75% | |
| Volatility 6M: | 54.62% | |
| Volatility 1Y: | 71.55% | |
| Volatility 3Y: | - |
