UC WAR. CALL 09/24 GS71/ DE000HC9M378 /
| 6/3/2024 9:45:58 AM | Chg.-1.3600 | Bid11:13:59 AM | Ask11:13:59 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0800EUR | -55.74% | 1.0800 Bid Size: 15,000 |
1.0900 Ask Size: 15,000 |
GSK PLC LS-,3125 | 16.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9M37 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GSK PLC LS-,3125 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/2/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.70 |
|---|---|
| Intrinsic value: | 4.52 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 4.52 |
| Time value: | -1.99 |
| Break-even: | 18.53 |
| Moneyness: | 1.28 |
| Premium: | -0.10 |
| Premium p.a.: | -0.29 |
| Spread abs.: | 0.06 |
| Spread %: | 2.43% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.0800 |
| Low: | 1.0800 |
| Previous Close: | 2.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -56.63% | ||
|---|---|---|---|
| 1 Month | -47.83% | ||
| 3 Months | -38.29% | ||
| YTD | +74.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4900 | 2.1300 |
|---|---|---|
| 1M High / 1M Low: | 2.7800 | 2.0300 |
| 6M High / 6M Low: | 2.7800 | 0.5800 |
| High (YTD): | 5/15/2024 | 2.7800 |
| Low (YTD): | 1/2/2024 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4352 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5341 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.13% | |
| Volatility 6M: | 134.51% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
