UC WAR. CALL 06/25 GOS/ DE000HC8ZYD2 /
| 2024-11-15 9:40:10 AM | Chg.-0.580 | Bid10:17:55 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 27.070EUR | -2.10% | 27.130 Bid Size: 500 |
- Ask Size: - |
GOLDMAN SACHS GRP IN... | 300.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC8ZYD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GOLDMAN SACHS GRP INC. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-08-25 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 26.44 |
|---|---|
| Intrinsic value: | 25.90 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.24 |
| Parity: | 25.90 |
| Time value: | 1.75 |
| Break-even: | 576.50 |
| Moneyness: | 1.86 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.07% |
| Delta: | 0.93 |
| Theta: | -0.12 |
| Omega: | 1.88 |
| Rho: | 1.43 |
Quote data
| Open: | 27.300 |
|---|---|
| High: | 27.300 |
| Low: | 27.070 |
| Previous Close: | 27.650 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.92% | ||
|---|---|---|---|
| 1 Month | +30.14% | ||
| 3 Months | +44.37% | ||
| YTD | +180.81% | ||
| 1 Year | +332.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 28.630 | 27.320 |
|---|---|---|
| 1M High / 1M Low: | 28.630 | 19.830 |
| 6M High / 6M Low: | 28.630 | 14.570 |
| High (YTD): | 2024-11-11 | 28.630 |
| Low (YTD): | 2024-01-17 | 8.960 |
| 52W High: | 2024-11-11 | 28.630 |
| 52W Low: | 2023-11-21 | 5.940 |
| Avg. price 1W: | 27.924 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 22.908 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 18.169 | |
| Avg. volume 6M: | 1.152 | |
| Avg. price 1Y: | 14.167 | |
| Avg. volume 1Y: | .594 | |
| Volatility 1M: | 124.80% | |
| Volatility 6M: | 73.83% | |
| Volatility 1Y: | 68.57% | |
| Volatility 3Y: | - |
