UC WAR. CALL 09/24 GS71/ DE000HD03455 /
| 6/6/2024 5:45:25 PM | Chg.-0.1000 | Bid6:15:42 PM | Ask6:15:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | -12.99% | 0.6600 Bid Size: 6,000 |
0.6900 Ask Size: 6,000 |
Gsk PLC ORD 31 1/4P | 17.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0345 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Gsk PLC ORD 31 1/4P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.64 |
|---|---|
| Intrinsic value: | 2.32 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 2.32 |
| Time value: | -1.43 |
| Break-even: | 17.89 |
| Moneyness: | 1.14 |
| Premium: | -0.07 |
| Premium p.a.: | -0.24 |
| Spread abs.: | 0.23 |
| Spread %: | 34.85% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7700 |
| Low: | 0.6400 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -50.00% | ||
|---|---|---|---|
| 1 Month | -47.66% | ||
| 3 Months | -42.24% | ||
| YTD | +81.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5800 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 1.8700 | 0.5900 |
| 6M High / 6M Low: | 1.8700 | 0.3500 |
| High (YTD): | 5/15/2024 | 1.8700 |
| Low (YTD): | 1/2/2024 | 0.4200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9751 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 267.73% | |
| Volatility 6M: | 179.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
