UC WAR. CALL 06/24 GOS/ DE000HC3JLD4 /
2024-05-13 11:42:14 AM | Chg.- | Bid1:04:37 PM | Ask2024-05-13 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.310EUR | - | 5.330 Bid Size: 2,000 |
- Ask Size: 2,000 |
GOLDMAN SACHS GRP IN... | 400.00 - | 2024-06-19 | Call |
Master data
WKN: | HC3JLD |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-26 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.90 |
Leverage: | Yes |
Calculated values
Fair value: | 2.19 |
---|---|
Intrinsic value: | 2.12 |
Implied volatility: | 1.47 |
Historic volatility: | 0.19 |
Parity: | 2.12 |
Time value: | 3.21 |
Break-even: | 453.30 |
Moneyness: | 1.05 |
Premium: | 0.08 |
Premium p.a.: | 10.48 |
Spread abs.: | 0.24 |
Spread %: | 4.72% |
Delta: | 0.63 |
Theta: | -1.86 |
Omega: | 4.98 |
Rho: | 0.06 |
Quote data
Open: | 5.260 |
---|---|
High: | 5.310 |
Low: | 5.260 |
Previous Close: | 5.300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +15.18% | ||
3 Months | +271.33% | ||
YTD | +179.47% | ||
1 Year | +287.59% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 5.310 | 4.610 |
6M High / 6M Low: | 5.310 | 0.750 |
High (YTD): | 2024-05-13 | 5.310 |
Low (YTD): | 2024-04-12 | 1.150 |
52W High: | 2024-05-13 | 5.310 |
52W Low: | 2023-10-27 | 0.190 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 5.123 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.903 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.298 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 127.27% | |
Volatility 6M: | 258.27% | |
Volatility 1Y: | 227.22% | |
Volatility 3Y: | - |