UniCredit Call 390 GOS 15.05.2024
/ DE000HD4Q411
UniCredit Call 390 GOS 15.05.2024/ DE000HD4Q411 /
| 2024-04-30 7:30:06 PM |
Chg.-0.410 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.620EUR |
-10.17% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
390.00 - |
2024-05-15 |
Call |
Master data
| WKN: |
HD4Q41 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2024-05-15 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-05-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.20 |
| Parity: |
1.72 |
| Time value: |
1.85 |
| Break-even: |
425.70 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
3.38 |
| Spread abs.: |
0.03 |
| Spread %: |
0.85% |
| Delta: |
0.64 |
| Theta: |
-1.16 |
| Omega: |
7.27 |
| Rho: |
0.07 |
Quote data
| Open: |
3.750 |
| High: |
3.840 |
| Low: |
3.600 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.28% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.030 |
3.620 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.825 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
