UniCredit Call 75 CPA 15.01.2025
/ DE000HC49BG8
UniCredit Call 75 CPA 15.01.2025/ DE000HC49BG8 /
| 2024-07-29 8:24:54 PM |
Chg.- |
Bid8:31:16 AM |
Ask8:31:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
- |
2.48
Bid Size: 2,000 |
-
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: |
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: |
2.37 |
| High: |
2.54 |
| Low: |
2.37 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.98% |
| 1 Month |
|
|
+14.41% |
| 3 Months |
|
|
+41.11% |
| YTD |
|
|
+185.39% |
| 1 Year |
|
|
+182.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.17 |
| 1M High / 1M Low: |
2.54 |
2.03 |
| 6M High / 6M Low: |
2.54 |
1.15 |
| High (YTD): |
2024-07-29 |
2.54 |
| Low (YTD): |
2024-01-08 |
0.94 |
| 52W High: |
2024-07-29 |
2.54 |
| 52W Low: |
2023-10-11 |
0.50 |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
63.99% |
| Volatility 6M: |
|
52.79% |
| Volatility 1Y: |
|
70.43% |
| Volatility 3Y: |
|
- |
