UC WAR. CALL 12/25 GOS/ DE000HD1THJ1 /
| 2024-09-26 3:40:38 PM | Chg.+0.0700 | Bid5:06:11 PM | Ask5:06:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1100EUR | +3.43% | 2.1000 Bid Size: 12,000 |
2.1700 Ask Size: 12,000 |
GOLDMAN SACHS GRP IN... | 600.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD1THJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GOLDMAN SACHS GRP INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 600.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.20 |
| Parity: | -15.87 |
| Time value: | 2.06 |
| Break-even: | 620.60 |
| Moneyness: | 0.74 |
| Premium: | 0.41 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.07 |
| Spread %: | 3.52% |
| Delta: | 0.27 |
| Theta: | -0.06 |
| Omega: | 5.72 |
| Rho: | 1.19 |
Quote data
| Open: | 1.8400 |
|---|---|
| High: | 2.1100 |
| Low: | 1.8400 |
| Previous Close: | 2.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.52% | ||
|---|---|---|---|
| 1 Month | -18.53% | ||
| 3 Months | +27.11% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4400 | 2.0400 |
|---|---|---|
| 1M High / 1M Low: | 2.7700 | 1.7000 |
| 6M High / 6M Low: | 3.0200 | 0.7700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2252 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8516 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 168.55% | |
| Volatility 6M: | 124.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
