UC WAR. CALL 01/26 GOS/ DE000HD562S0 /
2024-10-11 1:41:02 PM | Chg.+0.0500 | Bid3:30:23 PM | Ask3:30:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1000EUR | +4.76% | 0.9500 Bid Size: 4,000 |
1.4200 Ask Size: 4,000 |
GOLDMAN SACHS GRP IN... | 700.00 - | 2026-01-14 | Call |
Master data
WKN: | HD562S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 700.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-04-30 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 40.06 |
Leverage: | Yes |
Calculated values
Fair value: | 0.27 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.21 |
Parity: | -23.93 |
Time value: | 1.15 |
Break-even: | 711.50 |
Moneyness: | 0.66 |
Premium: | 0.54 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.06 |
Spread %: | 5.50% |
Delta: | 0.16 |
Theta: | -0.05 |
Omega: | 6.58 |
Rho: | 0.81 |
Quote data
Open: | 0.9000 |
---|---|
High: | 1.1000 |
Low: | 0.9000 |
Previous Close: | 1.0500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.58% | ||
---|---|---|---|
1 Month | +59.42% | ||
3 Months | +11.11% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1100 | 0.9600 |
---|---|---|
1M High / 1M Low: | 1.1100 | 0.6900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9041 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 134.09% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |