UC WAR. CALL 09/24 CPA/ DE000HD102L0 /
| 2024-05-02 2:11:12 PM | Chg.+0.0100 | Bid2024-05-02 | Ask2024-05-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8800EUR | +1.15% | 0.8800 Bid Size: 8,000 |
0.9100 Ask Size: 8,000 |
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: | 9.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.13 |
| Parity: | 0.08 |
| Time value: | 0.81 |
| Break-even: | 93.90 |
| Moneyness: | 1.01 |
| Premium: | 0.10 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.01 |
| Spread %: | 1.14% |
| Delta: | 0.59 |
| Theta: | -0.03 |
| Omega: | 5.65 |
| Rho: | 0.16 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 0.8800 |
| Low: | 0.8700 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.54% | ||
|---|---|---|---|
| 1 Month | +25.71% | ||
| 3 Months | +69.23% | ||
| YTD | +183.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8700 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 0.8700 | 0.5000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-30 | 0.8700 |
| Low (YTD): | 2024-01-24 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7725 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6210 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.47% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
