UC WAR. CALL 12/25 GOS/ DE000HD562R2 /
| 27/09/2024 09:40:02 | Chg.-0.0900 | Bid10:52:55 | Ask10:52:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | -11.25% | 0.7300 Bid Size: 6,000 |
0.9100 Ask Size: 6,000 |
GOLDMAN SACHS GRP IN... | 700.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD562R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GOLDMAN SACHS GRP INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 700.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 30/04/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 52.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | -25.54 |
| Time value: | 0.84 |
| Break-even: | 708.40 |
| Moneyness: | 0.64 |
| Premium: | 0.59 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.04 |
| Spread %: | 5.00% |
| Delta: | 0.13 |
| Theta: | -0.04 |
| Omega: | 7.02 |
| Rho: | 0.62 |
Quote data
| Open: | 0.6600 |
|---|---|
| High: | 0.7100 |
| Low: | 0.6600 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.44% | ||
|---|---|---|---|
| 1 Month | -31.73% | ||
| 3 Months | +22.41% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.1000 | 0.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8335 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 183.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
