UC WAR. CALL 12/24 GS71/ DE000HC7P2B5 /
| 2024-05-20 9:46:08 PM | Chg.+0.0200 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.7400EUR | +0.42% | 4.6400 Bid Size: 1,000 |
4.7600 Ask Size: 1,000 |
GSK PLC LS-,3125 | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7P2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GSK PLC LS-,3125 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.89 |
|---|---|
| Intrinsic value: | 6.58 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 6.58 |
| Time value: | -1.77 |
| Break-even: | 18.81 |
| Moneyness: | 1.47 |
| Premium: | -0.09 |
| Premium p.a.: | -0.14 |
| Spread abs.: | 0.12 |
| Spread %: | 2.56% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.7200 |
|---|---|
| High: | 4.7600 |
| Low: | 4.7200 |
| Previous Close: | 4.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.85% | ||
|---|---|---|---|
| 1 Month | +61.77% | ||
| 3 Months | +29.86% | ||
| YTD | +161.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.0400 | 4.7200 |
|---|---|---|
| 1M High / 1M Low: | 5.0400 | 3.2700 |
| 6M High / 6M Low: | 5.0400 | 1.5100 |
| High (YTD): | 2024-05-15 | 5.0400 |
| Low (YTD): | 2024-01-02 | 2.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.9060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.1853 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0708 | |
| Avg. volume 6M: | 25.0806 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 66.44% | |
| Volatility 6M: | 82.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
