UC WAR. CALL 12/24 CPA/ DE000HC3SJ02 /
| 6/27/2024 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 - | 12/18/2024 | Call |
Master data
| WKN: | HC3SJ0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COLGATE-PALMOLIVE DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 2/3/2023 |
| Last trading day: | 6/27/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.52 |
|---|---|
| Intrinsic value: | 1.41 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.13 |
| Parity: | 1.41 |
| Time value: | 0.88 |
| Break-even: | 97.90 |
| Moneyness: | 1.19 |
| Premium: | 0.10 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.01 |
| Spread %: | 0.44% |
| Delta: | 0.74 |
| Theta: | -0.05 |
| Omega: | 2.89 |
| Rho: | 0.17 |
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 | -1.74% | ||
| 3 Months | +33.73% | ||
| YTD | +162.79% | ||
| 1 Year | +123.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.3000 | 2.2600 |
| 6M High / 6M Low: | 2.3300 | 1.1000 |
| High (YTD): | 6/24/2024 | 2.3300 |
| Low (YTD): | 1/5/2024 | 0.9100 |
| 52W High: | 6/24/2024 | 2.3300 |
| 52W Low: | 10/11/2023 | 0.4700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.2800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6080 | |
| Avg. volume 6M: | .2150 | |
| Avg. price 1Y: | 1.1507 | |
| Avg. volume 1Y: | .0975 | |
| Volatility 1M: | - | |
| Volatility 6M: | 51.25% | |
| Volatility 1Y: | 72.35% | |
| Volatility 3Y: | - |
