UC WAR. CALL 01/26 GOS/ DE000HD33HT0 /
2024-05-23 5:41:35 PM | Chg.+0.0200 | Bid5:52:48 PM | Ask5:52:48 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3100EUR | +1.55% | 1.2900 Bid Size: 14,000 |
1.3600 Ask Size: 14,000 |
GOLDMAN SACHS GRP IN... | 650.00 - | 2026-01-14 | Call |
Master data
WKN: | HD33HT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 650.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-02-27 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 27.92 |
Leverage: | Yes |
Calculated values
Fair value: | 0.46 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.20 |
Parity: | -22.29 |
Time value: | 1.53 |
Break-even: | 665.30 |
Moneyness: | 0.66 |
Premium: | 0.56 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.30 |
Spread %: | 24.39% |
Delta: | 0.21 |
Theta: | -0.04 |
Omega: | 5.80 |
Rho: | 1.21 |
Quote data
Open: | 1.2900 |
---|---|
High: | 1.3100 |
Low: | 1.2900 |
Previous Close: | 1.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.24% | ||
---|---|---|---|
1 Month | +59.76% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4000 | 1.2900 |
---|---|---|
1M High / 1M Low: | 1.4000 | 0.7900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1010 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 71.81% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |