UC WAR. CALL 06/25 GOS/ DE000HD562Q4 /
2024-09-06 9:41:27 PM | Chg.-0.0700 | Bid9:57:12 PM | Ask9:57:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5500EUR | -11.29% | 0.5100 Bid Size: 12,000 |
0.6000 Ask Size: 12,000 |
GOLDMAN SACHS GRP IN... | 650.00 - | 2025-06-18 | Call |
Master data
WKN: | HD562Q |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 650.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-04-30 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 72.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.20 |
Parity: | -21.73 |
Time value: | 0.60 |
Break-even: | 656.00 |
Moneyness: | 0.67 |
Premium: | 0.52 |
Premium p.a.: | 0.71 |
Spread abs.: | 0.09 |
Spread %: | 17.65% |
Delta: | 0.11 |
Theta: | -0.05 |
Omega: | 8.19 |
Rho: | 0.34 |
Quote data
Open: | 0.5300 |
---|---|
High: | 0.6400 |
Low: | 0.5300 |
Previous Close: | 0.6200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.57% | ||
---|---|---|---|
1 Month | -28.57% | ||
3 Months | +14.58% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7700 | 0.5500 |
---|---|---|
1M High / 1M Low: | 0.8400 | 0.5500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7176 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 166.64% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |