UC WAR. CALL 12/24 GS71/ DE000HD03463 /
| 2024-06-24 9:46:52 PM | Chg.+0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3000EUR | +3.45% | 0.2700 Bid Size: 10,000 |
0.3300 Ask Size: 10,000 |
GSK PLC LS-,3125 | 19.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD0346 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GSK PLC LS-,3125 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 19.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 60.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.04 |
| Historic volatility: | 0.22 |
| Parity: | -0.17 |
| Time value: | 0.31 |
| Break-even: | 19.31 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 24.00% |
| Delta: | 0.62 |
| Theta: | 0.00 |
| Omega: | 37.85 |
| Rho: | 0.06 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.3000 |
| Low: | 0.2900 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.25% | ||
|---|---|---|---|
| 1 Month | -68.09% | ||
| 3 Months | -55.22% | ||
| YTD | +30.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.2900 |
| 6M High / 6M Low: | 1.0000 | 0.2300 |
| High (YTD): | 2024-05-15 | 1.0000 |
| Low (YTD): | 2024-01-02 | 0.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4857 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5600 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 246.49% | |
| Volatility 6M: | 174.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
