UC WAR. CALL 12/24 GS71/ DE000HC9AB87 /
| 21/05/2024 11:45:13 | Chg.-0.0900 | Bid13:06:42 | Ask13:06:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | -17.31% | 0.4400 Bid Size: 25,000 |
0.4500 Ask Size: 25,000 |
GSK PLC LS-,3125 | 20.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC9AB8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GSK PLC LS-,3125 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 18/09/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 38.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.83 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 0.59 |
| Time value: | -0.05 |
| Break-even: | 20.54 |
| Moneyness: | 1.03 |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.06 |
| Spread %: | 12.50% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4300 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.65% | ||
|---|---|---|---|
| 1 Month | +79.17% | ||
| 3 Months | +7.50% | ||
| YTD | +168.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6400 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.3100 |
| 6M High / 6M Low: | 0.6400 | 0.1300 |
| High (YTD): | 15/05/2024 | 0.6400 |
| Low (YTD): | 02/01/2024 | 0.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4645 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3269 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 141.25% | |
| Volatility 6M: | 150.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
