UC WAR. CALL 03/25 GOS/ DE000HD62R61 /
7/16/2024 9:41:59 PM | Chg.+0.6200 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.4500EUR | +21.91% | 3.3900 Bid Size: 10,000 |
3.4100 Ask Size: 10,000 |
GOLDMAN SACHS GRP IN... | 520.00 - | 3/19/2025 | Call |
Master data
WKN: | HD62R6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 520.00 - |
Maturity: | 3/19/2025 |
Issue date: | 6/3/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 16.02 |
Leverage: | Yes |
Calculated values
Fair value: | 0.99 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.19 |
Parity: | -6.83 |
Time value: | 2.82 |
Break-even: | 548.20 |
Moneyness: | 0.87 |
Premium: | 0.21 |
Premium p.a.: | 0.33 |
Spread abs.: | 0.02 |
Spread %: | 0.71% |
Delta: | 0.38 |
Theta: | -0.11 |
Omega: | 6.14 |
Rho: | 0.98 |
Quote data
Open: | 2.8300 |
---|---|
High: | 3.4500 |
Low: | 2.8000 |
Previous Close: | 2.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +56.82% | ||
---|---|---|---|
1 Month | +144.68% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.8300 | 2.2000 |
---|---|---|
1M High / 1M Low: | 2.8300 | 1.3500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.4380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.9219 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 180.70% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |