UniCredit Call 90 CPA 15.01.2025
/ DE000HC3LNN5
UniCredit Call 90 CPA 15.01.2025/ DE000HC3LNN5 /
| 2024-09-20 4:29:56 PM |
Chg.0.00 |
Bid5:46:23 PM |
Ask5:46:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
0.00% |
1.26
Bid Size: 15,000 |
1.27
Ask Size: 15,000 |
COLGATE-PALMOLIVE ... |
90.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HC3LNN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
COLGATE-PALMOLIVE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-01-27 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.13 |
| Parity: |
0.14 |
| Time value: |
1.11 |
| Break-even: |
102.50 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
4.35 |
| Rho: |
0.13 |
Quote data
| Open: |
1.22 |
| High: |
1.26 |
| Low: |
1.22 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.75% |
| 1 Month |
|
|
-8.03% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
+366.67% |
| 1 Year |
|
|
+447.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.26 |
| 1M High / 1M Low: |
1.85 |
1.26 |
| 6M High / 6M Low: |
1.85 |
0.44 |
| High (YTD): |
2024-09-05 |
1.85 |
| Low (YTD): |
2024-01-24 |
0.27 |
| 52W High: |
2024-09-05 |
1.85 |
| 52W Low: |
2023-10-11 |
0.14 |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.15% |
| Volatility 6M: |
|
98.44% |
| Volatility 1Y: |
|
110.82% |
| Volatility 3Y: |
|
- |
