UniCredit Call 20 GS71 18.12.2024
/ DE000HC9AB87
UniCredit Call 20 GS71 18.12.2024/ DE000HC9AB87 /
2024-04-30 4:36:54 PM |
Chg.+0.020 |
Bid5:35:02 PM |
Ask5:35:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+6.06% |
0.330 Bid Size: 10,000 |
0.360 Ask Size: 10,000 |
Gsk PLC ORD 31 1/4P |
20.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC9AB8 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Gsk PLC ORD 31 1/4P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-09-18 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
50.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.20 |
Parity: |
-0.66 |
Time value: |
0.38 |
Break-even: |
20.38 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.07 |
Spread %: |
22.58% |
Delta: |
0.45 |
Theta: |
0.00 |
Omega: |
22.98 |
Rho: |
0.05 |
Quote data
Open: |
0.340 |
High: |
0.350 |
Low: |
0.330 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.38% |
1 Month |
|
|
-23.91% |
3 Months |
|
|
+94.44% |
YTD |
|
|
+169.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.290 |
1M High / 1M Low: |
0.330 |
0.190 |
6M High / 6M Low: |
0.530 |
0.090 |
High (YTD): |
2024-03-07 |
0.530 |
Low (YTD): |
2024-01-02 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.284 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.260 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
184.21% |
Volatility 6M: |
|
209.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |