UC WAR. CALL 12/24 GOS/ DE000HD788B7 /
| 2024-11-14 9:41:05 PM | Chg.-0.4600 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1500EUR | -17.62% | 2.1100 Bid Size: 6,000 |
2.1200 Ask Size: 6,000 |
Goldman Sachs Group ... | 580.00 USD | 2024-12-18 | Call |
Master data
| WKN: | HD788B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Goldman Sachs Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 580.00 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 22.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.48 |
|---|---|
| Intrinsic value: | 1.35 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.24 |
| Parity: | 1.35 |
| Time value: | 1.17 |
| Break-even: | 574.14 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.01 |
| Spread %: | 0.40% |
| Delta: | 0.65 |
| Theta: | -0.26 |
| Omega: | 14.62 |
| Rho: | 0.32 |
Quote data
| Open: | 2.3700 |
|---|---|
| High: | 2.8200 |
| Low: | 2.0400 |
| Previous Close: | 2.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.50% | ||
|---|---|---|---|
| 1 Month | +313.46% | ||
| 3 Months | +277.19% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1200 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 3.1200 | 0.2800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9735 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 2,075.07% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
