UC WAR. CALL 01/26 GOS/ DE000HD262B3 /
| 06/09/2024 21:40:06 | Chg.-0.3100 | Bid21:59:49 | Ask21:59:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3700EUR | -8.42% | 3.2300 Bid Size: 12,000 |
3.5300 Ask Size: 12,000 |
GOLDMAN SACHS GRP IN... | 550.00 - | 14/01/2026 | Call |
Master data
| WKN: | HD262B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GOLDMAN SACHS GRP INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 - |
| Maturity: | 14/01/2026 |
| Issue date: | 25/01/2024 |
| Last trading day: | 13/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.20 |
| Parity: | -11.73 |
| Time value: | 3.53 |
| Break-even: | 585.30 |
| Moneyness: | 0.79 |
| Premium: | 0.35 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.30 |
| Spread %: | 9.29% |
| Delta: | 0.38 |
| Theta: | -0.08 |
| Omega: | 4.62 |
| Rho: | 1.73 |
Quote data
| Open: | 3.3600 |
|---|---|
| High: | 3.7300 |
| Low: | 3.3600 |
| Previous Close: | 3.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.10% | ||
|---|---|---|---|
| 1 Month | -11.55% | ||
| 3 Months | +22.10% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3400 | 3.3700 |
|---|---|---|
| 1M High / 1M Low: | 4.4700 | 3.3700 |
| 6M High / 6M Low: | 4.7100 | 1.1200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9636 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8519 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.26% | |
| Volatility 6M: | 111.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
