UC WAR. CALL 12/24 GS71/ DE000HC7P2C3 /
| 13/06/2024 15:45:46 | Chg.-0.0100 | Bid16:24:56 | Ask16:24:56 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0700EUR | -0.48% | 2.0400 Bid Size: 15,000 |
2.0500 Ask Size: 15,000 |
Gsk PLC ORD 31 1/4P | 15.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7P2C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Gsk PLC ORD 31 1/4P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.34 |
|---|---|
| Intrinsic value: | 3.99 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 3.99 |
| Time value: | -1.87 |
| Break-even: | 17.12 |
| Moneyness: | 1.27 |
| Premium: | -0.10 |
| Premium p.a.: | -0.18 |
| Spread abs.: | 0.06 |
| Spread %: | 2.91% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.1400 |
|---|---|
| High: | 2.1400 |
| Low: | 2.0700 |
| Previous Close: | 2.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.66% | ||
|---|---|---|---|
| 1 Month | -47.19% | ||
| 3 Months | -32.57% | ||
| YTD | +66.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3700 | 2.0800 |
|---|---|---|
| 1M High / 1M Low: | 3.9900 | 2.0800 |
| 6M High / 6M Low: | 3.9900 | 1.1400 |
| High (YTD): | 15/05/2024 | 3.9900 |
| Low (YTD): | 02/01/2024 | 1.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1970 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5432 | |
| Avg. volume 6M: | .7200 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.47% | |
| Volatility 6M: | 114.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
