UC WAR. CALL 09/24 GS71/ DE000HC9M360 /
| 2024-06-06 1:46:41 PM | Chg.-0.0900 | Bid2:53:50 PM | Ask2:53:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1400EUR | -4.04% | 2.1400 Bid Size: 12,000 |
2.1500 Ask Size: 12,000 |
Gsk PLC ORD 31 1/4P | 15.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9M36 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Gsk PLC ORD 31 1/4P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.49 |
|---|---|
| Intrinsic value: | 4.32 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 4.32 |
| Time value: | -1.96 |
| Break-even: | 17.36 |
| Moneyness: | 1.29 |
| Premium: | -0.10 |
| Premium p.a.: | -0.31 |
| Spread abs.: | 0.23 |
| Spread %: | 10.80% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.2300 |
|---|---|
| High: | 2.2400 |
| Low: | 2.1400 |
| Previous Close: | 2.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.74% | ||
|---|---|---|---|
| 1 Month | -27.70% | ||
| 3 Months | -18.32% | ||
| YTD | +107.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4300 | 1.7900 |
|---|---|---|
| 1M High / 1M Low: | 3.8200 | 1.7900 |
| 6M High / 6M Low: | 3.8200 | 0.9400 |
| High (YTD): | 2024-05-15 | 3.8200 |
| Low (YTD): | 2024-01-02 | 1.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2591 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2765 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 194.57% | |
| Volatility 6M: | 132.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
