UC WAR. CALL 12/24 GS71/ DE000HC7P2E9 /
2024-05-20 9:46:01 PM | Chg.0.0000 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3100EUR | 0.00% | 1.2600 Bid Size: 3,000 |
1.3200 Ask Size: 3,000 |
GSK PLC LS-,3125 | 18.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7P2E |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GSK PLC LS-,3125 |
Type: | Warrant |
Option type: | Call |
Strike price: | 18.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-26 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.13 |
Leverage: | Yes |
Calculated values
Fair value: | 3.23 |
---|---|
Intrinsic value: | 2.58 |
Implied volatility: | - |
Historic volatility: | 0.21 |
Parity: | 2.58 |
Time value: | -1.22 |
Break-even: | 19.36 |
Moneyness: | 1.14 |
Premium: | -0.06 |
Premium p.a.: | -0.10 |
Spread abs.: | 0.06 |
Spread %: | 4.62% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.3100 |
---|---|
High: | 1.3200 |
Low: | 1.3100 |
Previous Close: | 1.3100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.08% | ||
---|---|---|---|
1 Month | +107.94% | ||
3 Months | +32.32% | ||
YTD | +285.29% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5200 | 1.3100 |
---|---|---|
1M High / 1M Low: | 1.5200 | 0.7500 |
6M High / 6M Low: | 1.5200 | 0.2700 |
High (YTD): | 2024-05-15 | 1.5200 |
Low (YTD): | 2024-01-02 | 0.3800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1232 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7535 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 118.70% | |
Volatility 6M: | 135.24% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |