UniCredit Call 350 GOS 18.09.2024
/ DE000HC9DLS2
UniCredit Call 350 GOS 18.09.2024/ DE000HC9DLS2 /
| 2024-06-07 8:22:24 PM |
Chg.-0.05 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.29EUR |
-0.48% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
350.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9DLS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.51 |
| Intrinsic value: |
7.12 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.19 |
| Parity: |
7.12 |
| Time value: |
3.06 |
| Break-even: |
451.80 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
0.20% |
| Delta: |
0.76 |
| Theta: |
-0.26 |
| Omega: |
3.15 |
| Rho: |
0.61 |
Quote data
| Open: |
10.36 |
| High: |
10.65 |
| Low: |
10.29 |
| Previous Close: |
10.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.11% |
| 1 Month |
|
|
+0.78% |
| 3 Months |
|
|
+101.76% |
| YTD |
|
|
+100.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.60 |
9.98 |
| 1M High / 1M Low: |
11.01 |
9.84 |
| 6M High / 6M Low: |
11.01 |
3.07 |
| High (YTD): |
2024-05-17 |
11.01 |
| Low (YTD): |
2024-01-26 |
4.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.81% |
| Volatility 6M: |
|
100.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
