UniCredit Call 440 GOS 19.06.2024/  DE000HC772Y4  /

Frankfurt Zert./HVB
2024-05-20  11:40:01 AM Chg.+0.140 Bid9:59:23 PM Ask2024-05-20 Underlying Strike price Expiration date Option type
2.930EUR +5.02% -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 440.00 - 2024-06-19 Call
 

Master data

WKN: HC772Y
Issuer: UniCredit
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-06-19
Issue date: 2023-06-06
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.95
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 1.30
Historic volatility: 0.19
Parity: -1.88
Time value: 3.02
Break-even: 470.20
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 37.68
Spread abs.: 0.67
Spread %: 28.51%
Delta: 0.47
Theta: -1.74
Omega: 6.55
Rho: 0.05
 

Quote data

Open: 3.030
High: 3.030
Low: 2.820
Previous Close: 2.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+52.60%
3 Months  
+597.62%
YTD  
+285.53%
1 Year  
+357.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.930 1.890
6M High / 6M Low: 2.930 0.230
High (YTD): 2024-05-20 2.930
Low (YTD): 2024-04-12 0.270
52W High: 2024-05-20 2.930
52W Low: 2023-10-27 0.098
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.421
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   107.53%
Volatility 6M:   415.20%
Volatility 1Y:   321.64%
Volatility 3Y:   -