UC WAR. CALL 12/24 GS71/ DE000HC7P2C3 /
| 14/06/2024 15:45:24 | Chg.-0.0100 | Bid16:58:24 | Ask16:58:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1100EUR | -0.47% | 2.0400 Bid Size: 15,000 |
2.0500 Ask Size: 15,000 |
GSK PLC LS-,3125 | 15.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7P2C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GSK PLC LS-,3125 |
| 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: | 8.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.44 |
|---|---|
| Intrinsic value: | 4.10 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 4.10 |
| Time value: | -1.94 |
| Break-even: | 17.16 |
| Moneyness: | 1.27 |
| Premium: | -0.10 |
| Premium p.a.: | -0.19 |
| Spread abs.: | 0.06 |
| Spread %: | 2.86% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.1100 |
|---|---|
| High: | 2.1100 |
| Low: | 2.0800 |
| Previous Close: | 2.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.26% | ||
|---|---|---|---|
| 1 Month | -46.85% | ||
| 3 Months | -29.43% | ||
| YTD | +70.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3000 | 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: | 2.1820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1187 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5492 | |
| Avg. volume 6M: | .7200 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.65% | |
| Volatility 6M: | 114.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
