UC WAR. CALL 06/25 GOS/ DE000HD562Q4 /
26/09/2024 13:41:40 | Chg.-0.0200 | Bid14:19:20 | Ask14:19:20 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4700EUR | -4.08% | 0.4700 Bid Size: 8,000 |
0.5400 Ask Size: 8,000 |
GOLDMAN SACHS GRP IN... | 650.00 - | 18/06/2025 | Call |
Master data
WKN: | HD562Q |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 650.00 - |
Maturity: | 18/06/2025 |
Issue date: | 30/04/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 90.06 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.20 |
Parity: | -20.87 |
Time value: | 0.49 |
Break-even: | 654.90 |
Moneyness: | 0.68 |
Premium: | 0.48 |
Premium p.a.: | 0.72 |
Spread abs.: | 0.02 |
Spread %: | 4.26% |
Delta: | 0.10 |
Theta: | -0.04 |
Omega: | 9.06 |
Rho: | 0.29 |
Quote data
Open: | 0.4300 |
---|---|
High: | 0.4700 |
Low: | 0.4300 |
Previous Close: | 0.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -29.85% | ||
---|---|---|---|
1 Month | -38.16% | ||
3 Months | +4.44% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6700 | 0.4900 |
---|---|---|
1M High / 1M Low: | 0.8400 | 0.4100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6022 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 247.63% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |