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UniCredit Call 90 CPA 15.01.2025/  DE000HC3LNN5  /

Frankfurt Zert./HVB
2024-07-05  7:40:59 PM Chg.+0.090 Bid9:58:46 PM Ask9:58:46 PM Underlying Strike price Expiration date Option type
0.950EUR +10.47% 0.970
Bid Size: 20,000		 0.980
Ask Size: 20,000		 COLGATE-PALMOLIVE ... 90.00 - 2025-01-15 Call
 

Master data

WKN: HC3LNN
Issuer: UniCredit
Currency: EUR
Underlying: COLGATE-PALMOLIVE DL 1
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-15
Issue date: 2023-01-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.14
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.13
Parity: -0.05
Time value: 0.98
Break-even: 99.80
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.57
Theta: -0.03
Omega: 5.23
Rho: 0.22
 

Quote data

Open: 0.860
High: 0.950
Low: 0.860
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.04%
1 Month  
+18.75%
3 Months  
+82.69%
YTD  
+265.38%
1 Year  
+131.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.860
1M High / 1M Low: 1.110 0.750
6M High / 6M Low: 1.110 0.270
High (YTD): 2024-06-25 1.110
Low (YTD): 2024-01-24 0.270
52W High: 2024-06-25 1.110
52W Low: 2023-10-11 0.140
Avg. price 1W:   0.908
Avg. volume 1W:   0.000
Avg. price 1M:   0.926
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   0.434
Avg. volume 1Y:   0.000
Volatility 1M:   93.69%
Volatility 6M:   96.55%
Volatility 1Y:   114.71%
Volatility 3Y:   -