UC WAR. CALL 06/24 GOS/ DE000HD0QZF9 /
| 15/05/2024 13:42:28 | Chg.+0.0500 | Bid15:27:21 | Ask15:27:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8100EUR | +1.33% | 4.0200 Bid Size: 3,000 |
4.0800 Ask Size: 3,000 |
GOLDMAN SACHS GRP IN... | 420.00 - | 19/06/2024 | Call |
Master data
| WKN: | HD0QZF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GOLDMAN SACHS GRP INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 16/11/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.33 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.20 |
| Parity: | 0.40 |
| Time value: | 3.42 |
| Break-even: | 458.20 |
| Moneyness: | 1.01 |
| Premium: | 0.08 |
| Premium p.a.: | 1.25 |
| Spread abs.: | 0.08 |
| Spread %: | 2.14% |
| Delta: | 0.57 |
| Theta: | -0.52 |
| Omega: | 6.29 |
| Rho: | 0.19 |
Quote data
| Open: | 3.7600 |
|---|---|
| High: | 3.8100 |
| Low: | 3.7600 |
| Previous Close: | 3.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.93% | ||
|---|---|---|---|
| 1 Month | +364.63% | ||
| 3 Months | +337.93% | ||
| YTD | +207.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7600 | 2.9100 |
|---|---|---|
| 1M High / 1M Low: | 3.7600 | 0.6500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 14/05/2024 | 3.7600 |
| Low (YTD): | 12/04/2024 | 0.5900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9776 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 291.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
