UC WAR. CALL 12/24 GS71/ DE000HC9AB87 /
10/06/2024 11:45:38 | Chg.- | Bid12:33:29 | Ask10/06/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2100EUR | - | 0.2200 Bid Size: 25,000 |
- 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: | 10/06/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 86.82 |
Leverage: | Yes |
Calculated values
Fair value: | 1.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.08 |
Historic volatility: | 0.23 |
Parity: | -0.90 |
Time value: | 0.22 |
Break-even: | 20.22 |
Moneyness: | 0.96 |
Premium: | 0.06 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.03 |
Spread %: | 15.79% |
Delta: | 0.32 |
Theta: | 0.00 |
Omega: | 28.07 |
Rho: | 0.03 |
Quote data
Open: | 0.2200 |
---|---|
High: | 0.2200 |
Low: | 0.2100 |
Previous Close: | 0.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.55% | ||
---|---|---|---|
1 Month | -66.13% | ||
3 Months | -55.32% | ||
YTD | +31.25% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2200 | 0.2100 |
---|---|---|
1M High / 1M Low: | 0.6400 | 0.2100 |
6M High / 6M Low: | 0.6400 | 0.1500 |
High (YTD): | 15/05/2024 | 0.6400 |
Low (YTD): | 02/01/2024 | 0.1600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2150 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4550 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3620 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 273.24% | |
Volatility 6M: | 182.89% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |