UC WAR. CALL 06/24 GS71/ DE000HC9AB79 /
2024-05-21 9:01:35 AM | Chg.-0.0300 | Bid9:24:41 AM | Ask9:24:41 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3700EUR | -7.50% | 0.2900 Bid Size: 25,000 |
0.3000 Ask Size: 25,000 |
GSK PLC LS-,3125 | 18.00 - | 2024-06-19 | Call |
Master data
WKN: | HC9AB7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GSK PLC LS-,3125 |
Type: | Warrant |
Option type: | Call |
Strike price: | 18.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-09-18 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 45.73 |
Leverage: | Yes |
Calculated values
Fair value: | 2.64 |
---|---|
Intrinsic value: | 2.58 |
Implied volatility: | - |
Historic volatility: | 0.21 |
Parity: | 2.58 |
Time value: | -2.13 |
Break-even: | 18.45 |
Moneyness: | 1.14 |
Premium: | -0.10 |
Premium p.a.: | -0.74 |
Spread abs.: | 0.06 |
Spread %: | 15.38% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.3700 |
---|---|
High: | 0.3700 |
Low: | 0.3700 |
Previous Close: | 0.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -38.33% | ||
---|---|---|---|
1 Month | +184.62% | ||
3 Months | 0.00% | ||
YTD | +208.33% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6200 | 0.4000 |
---|---|---|
1M High / 1M Low: | 0.6200 | 0.1600 |
6M High / 6M Low: | 0.6200 | 0.0920 |
High (YTD): | 2024-05-15 | 0.6200 |
Low (YTD): | 2024-04-18 | 0.1200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3550 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2770 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 268.75% | |
Volatility 6M: | 233.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |