UC WAR. CALL 06/25 CPA/ DE000HC96FP1 /
04/06/2024 17:41:38 | Chg.+0.0900 | Bid18:38:01 | Ask18:38:01 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0000EUR | +4.71% | 2.0200 Bid Size: 15,000 |
2.0300 Ask Size: 15,000 |
COLGATE-PALMOLIVE ... | 75.00 - | 18/06/2025 | Call |
Master data
WKN: | HC96FP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | COLGATE-PALMOLIVE DL 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 18/06/2025 |
Issue date: | 11/09/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.42 |
Leverage: | Yes |
Calculated values
Fair value: | 1.31 |
---|---|
Intrinsic value: | 0.98 |
Implied volatility: | 0.37 |
Historic volatility: | 0.12 |
Parity: | 0.98 |
Time value: | 0.94 |
Break-even: | 94.20 |
Moneyness: | 1.13 |
Premium: | 0.11 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.01 |
Spread %: | 0.52% |
Delta: | 0.73 |
Theta: | -0.02 |
Omega: | 3.22 |
Rho: | 0.44 |
Quote data
Open: | 1.9100 |
---|---|
High: | 2.0000 |
Low: | 1.9100 |
Previous Close: | 1.9100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.38% | ||
---|---|---|---|
1 Month | -0.50% | ||
3 Months | +29.03% | ||
YTD | +100.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9100 | 1.8200 |
---|---|---|
1M High / 1M Low: | 2.2000 | 1.8200 |
6M High / 6M Low: | 2.2000 | 0.8600 |
High (YTD): | 10/05/2024 | 2.2000 |
Low (YTD): | 05/01/2024 | 1.0600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0476 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4837 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 46.60% | |
Volatility 6M: | 55.69% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |