UC WAR. CALL 01/26 GOS/ DE000HD562S0 /
28/06/2024 17:40:37 | Chg.+0.0300 | Bid18:46:22 | Ask18:46:22 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6700EUR | +4.69% | 0.6500 Bid Size: 14,000 |
0.7000 Ask Size: 14,000 |
GOLDMAN SACHS GRP IN... | 700.00 - | 14/01/2026 | Call |
Master data
WKN: | HD562S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 700.00 - |
Maturity: | 14/01/2026 |
Issue date: | 30/04/2024 |
Last trading day: | 13/01/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 65.08 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.20 |
Parity: | -28.35 |
Time value: | 0.64 |
Break-even: | 706.40 |
Moneyness: | 0.59 |
Premium: | 0.70 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.05 |
Spread %: | 8.47% |
Delta: | 0.11 |
Theta: | -0.03 |
Omega: | 7.13 |
Rho: | 0.61 |
Quote data
Open: | 0.6400 |
---|---|
High: | 0.6700 |
Low: | 0.6400 |
Previous Close: | 0.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.90% | ||
---|---|---|---|
1 Month | -19.28% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7500 | 0.6400 |
---|---|---|
1M High / 1M Low: | 0.8300 | 0.6200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7230 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 85.87% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |