UC WAR. CALL 09/24 GOS/ DE000HC9DLS2 /
6/7/2024 9:40:01 PM | Chg.-0.140 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
10.240EUR | -1.35% | 10.160 Bid Size: 4,000 |
10.180 Ask Size: 4,000 |
GOLDMAN SACHS GRP IN... | 350.00 - | 9/18/2024 | Call |
Master data
WKN: | HC9DLS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 - |
Maturity: | 9/18/2024 |
Issue date: | 9/21/2023 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.14 |
Leverage: | Yes |
Calculated values
Fair value: | 7.51 |
---|---|
Intrinsic value: | 7.12 |
Implied volatility: | 0.71 |
Historic volatility: | 0.19 |
Parity: | 7.12 |
Time value: | 3.06 |
Break-even: | 451.80 |
Moneyness: | 1.20 |
Premium: | 0.07 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.02 |
Spread %: | 0.20% |
Delta: | 0.76 |
Theta: | -0.26 |
Omega: | 3.15 |
Rho: | 0.61 |
Quote data
Open: | 10.360 |
---|---|
High: | 10.450 |
Low: | 10.240 |
Previous Close: | 10.380 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.89% | ||
---|---|---|---|
1 Month | +0.59% | ||
3 Months | +106.87% | ||
YTD | +98.84% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 10.720 | 10.050 |
---|---|---|
1M High / 1M Low: | 11.460 | 9.810 |
6M High / 6M Low: | 11.460 | 3.120 |
High (YTD): | 5/21/2024 | 11.460 |
Low (YTD): | 1/26/2024 | 4.340 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 10.296 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 10.493 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.375 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 55.65% | |
Volatility 6M: | 109.85% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |