UC WAR. CALL 12/24 GS71/ DE000HC7P2B5 /
| 07/06/2024 11:45:10 | Chg.-0.1700 | Bid12:15:55 | Ask12:15:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1200EUR | -5.17% | 3.1200 Bid Size: 12,000 |
3.1300 Ask Size: 12,000 |
GSK PLC LS-,3125 | 14.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7P2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GSK PLC LS-,3125 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.35 |
|---|---|
| Intrinsic value: | 5.06 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 5.06 |
| Time value: | -1.73 |
| Break-even: | 17.33 |
| Moneyness: | 1.36 |
| Premium: | -0.09 |
| Premium p.a.: | -0.16 |
| Spread abs.: | 0.06 |
| Spread %: | 1.83% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.2900 |
|---|---|
| High: | 3.2900 |
| Low: | 3.1200 |
| Previous Close: | 3.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.19% | ||
|---|---|---|---|
| 1 Month | -30.20% | ||
| 3 Months | -25.18% | ||
| YTD | +72.38% | ||
| 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): | 15/05/2024 | 5.0400 |
| Low (YTD): | 02/01/2024 | 2.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.4417 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3450 | |
| Avg. volume 6M: | 24.8800 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 142.52% | |
| Volatility 6M: | 98.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
