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UniCredit Call 75 CPA 15.01.2025/  DE000HC49BG8  /

Frankfurt Zert./HVB
2024-07-05  7:33:48 PM Chg.+0.110 Bid9:58:37 PM Ask2024-07-05 Underlying Strike price Expiration date Option type
2.140EUR +5.42% 2.170
Bid Size: 15,000		 -
Ask Size: -		 COLGATE-PALMOLIVE ... 75.00 - 2025-01-15 Call
 

Master data

WKN: HC49BG
Issuer: UniCredit
Currency: EUR
Underlying: COLGATE-PALMOLIVE DL 1
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-01-15
Issue date: 2023-02-20
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.26
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.45
Implied volatility: 0.48
Historic volatility: 0.13
Parity: 1.45
Time value: 0.65
Break-even: 96.00
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: -0.07
Spread %: -3.23%
Delta: 0.77
Theta: -0.03
Omega: 3.28
Rho: 0.25
 

Quote data

Open: 2.040
High: 2.140
Low: 2.040
Previous Close: 2.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.60%
1 Month  
+9.18%
3 Months  
+45.58%
YTD  
+143.18%
1 Year  
+118.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.160 2.030
1M High / 1M Low: 2.350 1.880
6M High / 6M Low: 2.350 0.940
High (YTD): 2024-06-25 2.350
Low (YTD): 2024-01-05 0.930
52W High: 2024-06-25 2.350
52W Low: 2023-10-11 0.500
Avg. price 1W:   2.104
Avg. volume 1W:   0.000
Avg. price 1M:   2.127
Avg. volume 1M:   0.000
Avg. price 6M:   1.587
Avg. volume 6M:   0.000
Avg. price 1Y:   1.189
Avg. volume 1Y:   0.000
Volatility 1M:   50.42%
Volatility 6M:   52.59%
Volatility 1Y:   70.68%
Volatility 3Y:   -