UC WAR. CALL 09/24 GS71/ DE000HC9M360 /
| 2024-05-17 3:45:29 PM | Chg.-0.1400 | Bid5:29:54 PM | Ask5:29:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4900EUR | -3.86% | - Bid Size: 10,000 |
- Ask Size: 10,000 |
GSK PLC LS-,3125 | 15.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9M36 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GSK PLC LS-,3125 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.67 |
|---|---|
| Intrinsic value: | 5.47 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 5.47 |
| Time value: | -1.81 |
| Break-even: | 18.66 |
| Moneyness: | 1.36 |
| Premium: | -0.09 |
| Premium p.a.: | -0.24 |
| Spread abs.: | 0.12 |
| Spread %: | 3.39% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.5800 |
|---|---|
| High: | 3.5800 |
| Low: | 3.4800 |
| Previous Close: | 3.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.24% | ||
|---|---|---|---|
| 1 Month | +92.82% | ||
| 3 Months | +34.23% | ||
| YTD | +238.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8200 | 3.5700 |
|---|---|---|
| 1M High / 1M Low: | 3.8200 | 1.6900 |
| 6M High / 6M Low: | 3.8200 | 0.8000 |
| High (YTD): | 2024-05-15 | 3.8200 |
| Low (YTD): | 2024-01-02 | 1.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8005 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0415 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.58% | |
| Volatility 6M: | 112.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
