UC WAR. CALL 12/25 GOS/ DE000HD1THJ1 /
11/10/2024 21:40:54 | Chg.+0.4500 | Bid21:59:56 | Ask21:59:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9500EUR | +18.00% | 2.8000 Bid Size: 15,000 |
3.0800 Ask Size: 15,000 |
GOLDMAN SACHS GRP IN... | 600.00 - | 17/12/2025 | Call |
Master data
WKN: | HD1THJ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GOLDMAN SACHS GRP INC. |
Type: | Warrant |
Option type: | Call |
Strike price: | 600.00 - |
Maturity: | 17/12/2025 |
Issue date: | 11/01/2024 |
Last trading day: | 16/12/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.33 |
Leverage: | Yes |
Calculated values
Fair value: | 1.18 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.21 |
Parity: | -12.79 |
Time value: | 3.08 |
Break-even: | 630.80 |
Moneyness: | 0.79 |
Premium: | 0.34 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.28 |
Spread %: | 10.00% |
Delta: | 0.34 |
Theta: | -0.08 |
Omega: | 5.21 |
Rho: | 1.53 |
Quote data
Open: | 2.3000 |
---|---|
High: | 2.9500 |
Low: | 2.3000 |
Previous Close: | 2.5000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +29.39% | ||
---|---|---|---|
1 Month | +67.61% | ||
3 Months | +34.09% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.9500 | 2.3000 |
---|---|---|
1M High / 1M Low: | 2.9500 | 1.7600 |
6M High / 6M Low: | 3.0200 | 0.7700 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.2150 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9692 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 125.79% | |
Volatility 6M: | 127.53% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |