UniCredit Call 85 CPA 18.09.2024
/ DE000HD102L0
UniCredit Call 85 CPA 18.09.2024/ DE000HD102L0 /
| 2024-06-07 7:27:03 PM |
Chg.+0.010 |
Bid9:55:56 PM |
Ask9:55:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+1.01% |
0.970
Bid Size: 15,000 |
0.980
Ask Size: 15,000 |
COLGATE-PALMOLIVE ... |
85.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD102L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
COLGATE-PALMOLIVE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.13 |
| Parity: |
0.13 |
| Time value: |
0.84 |
| Break-even: |
94.70 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
5.25 |
| Rho: |
0.12 |
Quote data
| Open: |
0.950 |
| High: |
1.020 |
| Low: |
0.950 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.21% |
| 1 Month |
|
|
+3.09% |
| 3 Months |
|
|
+51.52% |
| YTD |
|
|
+233.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.780 |
| 1M High / 1M Low: |
1.080 |
0.750 |
| 6M High / 6M Low: |
1.080 |
0.230 |
| High (YTD): |
2024-05-10 |
1.080 |
| Low (YTD): |
2024-01-24 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.44% |
| Volatility 6M: |
|
109.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
