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UniCredit Call 350 GOS 19.06.2024/  DE000HC3JLC6  /

EUWAX
2024-06-07  8:22:15 PM Chg.-0.04 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
9.87EUR -0.40% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 350.00 - 2024-06-19 Call
 

Master data

WKN: HC3JLC
Issuer: UniCredit
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-06-19
Issue date: 2023-01-26
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 7.15
Intrinsic value: 7.12
Implied volatility: 2.11
Historic volatility: 0.19
Parity: 7.12
Time value: 2.75
Break-even: 448.70
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 7.19
Spread abs.: 0.13
Spread %: 1.33%
Delta: 0.76
Theta: -2.22
Omega: 3.22
Rho: 0.07
 

Quote data

Open: 9.90
High: 10.24
Low: 9.87
Previous Close: 9.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.49%
1 Month  
+8.94%
3 Months  
+121.30%
YTD  
+115.03%
1 Year  
+224.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.20 9.54
1M High / 1M Low: 10.73 9.06
6M High / 6M Low: 10.73 2.49
High (YTD): 2024-05-17 10.73
Low (YTD): 2024-02-13 3.65
52W High: 2024-05-17 10.73
52W Low: 2023-10-27 0.69
Avg. price 1W:   9.86
Avg. volume 1W:   0.00
Avg. price 1M:   10.04
Avg. volume 1M:   0.00
Avg. price 6M:   5.78
Avg. volume 6M:   0.00
Avg. price 1Y:   3.92
Avg. volume 1Y:   0.00
Volatility 1M:   47.32%
Volatility 6M:   123.36%
Volatility 1Y:   140.04%
Volatility 3Y:   -