UC WAR. CALL 09/24 GS71/ DE000HC9M360 /
2024-09-04 1:45:00 PM | Chg.- | Bid2:11:06 PM | Ask2024-09-04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.8200EUR | - | 1.8300 Bid Size: 10,000 |
- Ask Size: 10,000 |
GSK PLC LS-,3125 | 15.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9M36 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GSK PLC LS-,3125 |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-02 |
Last trading day: | 2024-09-04 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.53 |
Leverage: | Yes |
Calculated values
Fair value: | 4.29 |
---|---|
Intrinsic value: | 4.27 |
Implied volatility: | - |
Historic volatility: | 0.23 |
Parity: | 4.27 |
Time value: | -2.44 |
Break-even: | 16.83 |
Moneyness: | 1.28 |
Premium: | -0.13 |
Premium p.a.: | -0.98 |
Spread abs.: | -0.04 |
Spread %: | -2.14% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.7500 |
---|---|
High: | 1.8300 |
Low: | 1.7500 |
Previous Close: | 1.8800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.78% | ||
---|---|---|---|
1 Month | +133.33% | ||
3 Months | -7.61% | ||
YTD | +76.70% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.8800 | 1.8200 |
---|---|---|
1M High / 1M Low: | 2.0400 | 0.7800 |
6M High / 6M Low: | 3.8200 | 0.7000 |
High (YTD): | 2024-05-15 | 3.8200 |
Low (YTD): | 2024-07-15 | 0.7000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8433 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4519 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9812 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 153.49% | |
Volatility 6M: | 183.98% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |