UC WAR. CALL 06/24 GOS/ DE000HC3JLE2 /
| 2024-05-31 9:40:56 PM | Chg.+0.1700 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | +18.89% | 1.2100 Bid Size: 8,000 |
1.2300 Ask Size: 8,000 |
GOLDMAN SACHS GRP IN... | 450.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3JLE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GOLDMAN SACHS GRP INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 34.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.19 |
| Parity: | -2.92 |
| Time value: | 1.23 |
| Break-even: | 462.30 |
| Moneyness: | 0.94 |
| Premium: | 0.10 |
| Premium p.a.: | 5.73 |
| Spread abs.: | 0.02 |
| Spread %: | 1.65% |
| Delta: | 0.34 |
| Theta: | -0.60 |
| Omega: | 11.72 |
| Rho: | 0.07 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 1.0700 |
| Low: | 0.9000 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.67% | ||
|---|---|---|---|
| 1 Month | +105.77% | ||
| 3 Months | +256.67% | ||
| YTD | +75.41% | ||
| 1 Year | +205.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3900 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 2.1800 | 0.6000 |
| 6M High / 6M Low: | 2.1800 | 0.1400 |
| High (YTD): | 2024-05-21 | 2.1800 |
| Low (YTD): | 2024-04-16 | 0.2000 |
| 52W High: | 2024-05-21 | 2.1800 |
| 52W Low: | 2023-10-27 | 0.0640 |
| Avg. price 1W: | 1.1760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3341 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5474 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4158 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 284.07% | |
| Volatility 6M: | 369.26% | |
| Volatility 1Y: | 300.86% | |
| Volatility 3Y: | - |
