UC WAR. CALL 09/24 GS71/ DE000HC9M378 /
2024-07-31 7:46:16 PM | Chg.-0.2500 | Bid9:19:03 PM | Ask9:19:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2800EUR | -47.17% | 0.2500 Bid Size: 10,000 |
0.2800 Ask Size: 10,000 |
Gsk PLC ORD 31 1/4P | 16.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9M37 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Gsk PLC ORD 31 1/4P |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-02 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 32.17 |
Leverage: | Yes |
Calculated values
Fair value: | 2.44 |
---|---|
Intrinsic value: | 2.34 |
Implied volatility: | - |
Historic volatility: | 0.22 |
Parity: | 2.34 |
Time value: | -1.77 |
Break-even: | 16.57 |
Moneyness: | 1.15 |
Premium: | -0.10 |
Premium p.a.: | -0.53 |
Spread abs.: | 0.06 |
Spread %: | 11.76% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.3300 |
---|---|
High: | 0.3300 |
Low: | 0.2700 |
Previous Close: | 0.5300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.68% | ||
---|---|---|---|
1 Month | -42.86% | ||
3 Months | -82.50% | ||
YTD | -54.84% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5300 | 0.3100 |
---|---|---|
1M High / 1M Low: | 0.5300 | 0.3000 |
6M High / 6M Low: | 2.7800 | 0.3000 |
High (YTD): | 2024-05-15 | 2.7800 |
Low (YTD): | 2024-07-15 | 0.3000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4041 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4484 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 248.80% | |
Volatility 6M: | 186.79% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |