UC WAR. CALL 06/24 GOS/ DE000HD0QZF9 /
5/15/2024 11:41:18 AM | Chg.+0.0500 | Bid11:51:12 AM | Ask11:51:12 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8100EUR | +1.33% | 3.8200 Bid Size: 3,000 |
3.9000 Ask Size: 3,000 |
GOLDMAN SACHS GRP IN... | 420.00 - | 6/19/2024 | Call |
Master data
WKN: | HD0QZF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 420.00 - |
Maturity: | 6/19/2024 |
Issue date: | 11/16/2023 |
Last trading day: | 6/18/2024 |
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): | 5/14/2024 | 3.7600 |
Low (YTD): | 4/12/2024 | 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: | - |