UniCredit Call 90 CPA 18.09.2024
/ DE000HD03N42
UniCredit Call 90 CPA 18.09.2024/ DE000HD03N42 /
| 25/06/2024 20:28:51 |
Chg.- |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COLGATE-PALMOLIVE ... |
90.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD03N4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
COLGATE-PALMOLIVE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
26/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.13 |
| Parity: |
-0.09 |
| Time value: |
0.97 |
| Break-even: |
99.70 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.07 |
| Spread %: |
7.78% |
| Delta: |
0.55 |
| Theta: |
-0.09 |
| Omega: |
5.05 |
| Rho: |
0.06 |
Quote data
| Open: |
0.940 |
| High: |
0.950 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+102.17% |
| YTD |
|
|
+447.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.930 |
0.210 |
| High (YTD): |
25/06/2024 |
0.930 |
| Low (YTD): |
24/01/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
127.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
