UC WAR. CALL 12/24 GS71/ DE000HC7P2B5 /
| 2024-06-06 9:47:13 AM | Chg.+0.0300 | Bid10:29:50 AM | Ask10:29:50 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4700EUR | +0.87% | 3.4400 Bid Size: 12,000 |
3.4500 Ask Size: 12,000 |
Gsk PLC ORD 31 1/4P | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7P2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Gsk PLC ORD 31 1/4P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.61 |
|---|---|
| Intrinsic value: | 5.32 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 5.32 |
| Time value: | -1.74 |
| Break-even: | 17.58 |
| Moneyness: | 1.38 |
| Premium: | -0.09 |
| Premium p.a.: | -0.16 |
| Spread abs.: | 0.23 |
| Spread %: | 6.87% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.4400 |
|---|---|
| High: | 3.4700 |
| Low: | 3.4400 |
| Previous Close: | 3.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.05% | ||
|---|---|---|---|
| 1 Month | -16.79% | ||
| 3 Months | -7.47% | ||
| YTD | +91.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6700 | 2.9700 |
|---|---|---|
| 1M High / 1M Low: | 5.0400 | 2.9700 |
| 6M High / 6M Low: | 5.0400 | 1.6700 |
| High (YTD): | 2024-05-15 | 5.0400 |
| Low (YTD): | 2024-01-02 | 2.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.4800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3334 | |
| Avg. volume 6M: | 24.8800 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.49% | |
| Volatility 6M: | 98.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
