UC WAR. CALL 09/24 GS71/ DE000HC9M360 /
13/06/2024 17:47:13 | Chg.+0.0300 | Bid13/06/2024 | Ask13/06/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7600EUR | +1.73% | 1.7600 Bid Size: 4,000 |
1.7900 Ask Size: 4,000 |
Gsk PLC ORD 31 1/4P | 15.00 - | 18/09/2024 | 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: | 18/09/2024 |
Issue date: | 02/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.73 |
Leverage: | Yes |
Calculated values
Fair value: | 4.15 |
---|---|
Intrinsic value: | 3.99 |
Implied volatility: | - |
Historic volatility: | 0.23 |
Parity: | 3.99 |
Time value: | -2.22 |
Break-even: | 16.77 |
Moneyness: | 1.27 |
Premium: | -0.12 |
Premium p.a.: | -0.37 |
Spread abs.: | 0.06 |
Spread %: | 3.51% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.7900 |
---|---|
High: | 1.8000 |
Low: | 1.7200 |
Previous Close: | 1.7300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.98% | ||
---|---|---|---|
1 Month | -52.69% | ||
3 Months | -37.81% | ||
YTD | +70.87% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0700 | 1.7300 |
---|---|---|
1M High / 1M Low: | 3.8200 | 1.7300 |
6M High / 6M Low: | 3.8200 | 0.9400 |
High (YTD): | 15/05/2024 | 3.8200 |
Low (YTD): | 02/01/2024 | 1.1700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.9478 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.3098 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 189.59% | |
Volatility 6M: | 132.92% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |