UC WAR. CALL 09/24 CPA/ DE000HD102L0 /
| 16/05/2024 21:40:16 | Chg.-0.0300 | Bid21:59:08 | Ask21:59:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0200EUR | -2.86% | 1.0400 Bid Size: 15,000 |
1.0500 Ask Size: 15,000 |
COLGATE-PALMOLIVE ... | 85.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD102L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COLGATE-PALMOLIVE DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 27/11/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.13 |
| Parity: | 0.18 |
| Time value: | 0.86 |
| Break-even: | 95.40 |
| Moneyness: | 1.02 |
| Premium: | 0.10 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.01 |
| Spread %: | 0.97% |
| Delta: | 0.60 |
| Theta: | -0.04 |
| Omega: | 5.04 |
| Rho: | 0.14 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.0500 |
| Low: | 1.0200 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.92% | ||
|---|---|---|---|
| 1 Month | +92.45% | ||
| 3 Months | +131.82% | ||
| YTD | +229.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1200 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.1200 | 0.5200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 10/05/2024 | 1.1200 |
| Low (YTD): | 24/01/2024 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8295 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
