UniCredit Call 75 CPA 15.01.2025
/ DE000HC49BG8
UniCredit Call 75 CPA 15.01.2025/ DE000HC49BG8 /
| 2024-06-17 8:26:49 PM |
Chg.+0.11 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+5.47% |
-
Bid Size: - |
-
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: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.13 |
| Parity: |
1.34 |
| Time value: |
0.68 |
| Break-even: |
95.20 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
3.33 |
| Rho: |
0.27 |
Quote data
| Open: |
1.96 |
| High: |
2.12 |
| Low: |
1.96 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.99% |
| 1 Month |
|
|
+8.72% |
| 3 Months |
|
|
+38.56% |
| YTD |
|
|
+138.20% |
| 1 Year |
|
|
+100.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.86 |
| 1M High / 1M Low: |
2.12 |
1.64 |
| 6M High / 6M Low: |
2.12 |
0.83 |
| High (YTD): |
2024-06-17 |
2.12 |
| Low (YTD): |
2024-01-08 |
0.94 |
| 52W High: |
2024-06-17 |
2.12 |
| 52W Low: |
2023-10-11 |
0.50 |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.08% |
| Volatility 6M: |
|
54.87% |
| Volatility 1Y: |
|
71.51% |
| Volatility 3Y: |
|
- |
