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: | 7.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.15 |
|---|---|
| Intrinsic value: | 2.06 |
| Implied volatility: | 1.42 |
| Historic volatility: | 0.19 |
| Parity: | 2.06 |
| Time value: | 3.27 |
| Break-even: | 453.30 |
| Moneyness: | 1.05 |
| Premium: | 0.08 |
| Premium p.a.: | 8.76 |
| Spread abs.: | 0.24 |
| Spread %: | 4.72% |
| Delta: | 0.63 |
| Theta: | -1.72 |
| Omega: | 4.96 |
| Rho: | 0.07 |
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 | +24.07% | ||
| 3 Months | +263.70% | ||
| YTD | +179.47% | ||
| 1 Year | +284.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 5.310 | 4.280 |
| 6M High / 6M Low: | 5.310 | 0.600 |
| 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: | 4.954 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.890 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.299 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 106.06% | |
| Volatility 6M: | 259.52% | |
| Volatility 1Y: | 226.76% | |
| Volatility 3Y: | - |
