UC WAR. CALL 12/24 GS71/ DE000HC9AB87 /
| 2024-06-05 9:00:54 AM | Chg.+0.0100 | Bid9:08:48 AM | Ask9:08:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | +4.76% | 0.2500 Bid Size: 15,000 |
0.2800 Ask Size: 15,000 |
GSK PLC LS-,3125 | 20.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC9AB8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GSK PLC LS-,3125 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 69.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.23 |
| Parity: | -1.27 |
| Time value: | 0.27 |
| Break-even: | 20.27 |
| Moneyness: | 0.94 |
| Premium: | 0.08 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.11 |
| Spread %: | 68.75% |
| Delta: | 0.30 |
| Theta: | 0.00 |
| Omega: | 20.68 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2200 |
| Low: | 0.2200 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -54.17% | ||
|---|---|---|---|
| 1 Month | -51.11% | ||
| 3 Months | -50.00% | ||
| YTD | +37.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5400 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.2100 |
| 6M High / 6M Low: | 0.6400 | 0.1500 |
| High (YTD): | 2024-05-15 | 0.6400 |
| Low (YTD): | 2024-01-02 | 0.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5195 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3553 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 234.85% | |
| Volatility 6M: | 173.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
