UniCredit Call 15 GSK 18.09.2024
/ DE000HC9M360
UniCredit Call 15 GSK 18.09.2024/ DE000HC9M360 /
| 10/07/2024 13:58:19 |
Chg.-0.090 |
Bid14:38:25 |
Ask14:38:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-10.11% |
0.770
Bid Size: 20,000 |
0.780
Ask Size: 20,000 |
GSK PLC LS-,3125 |
15.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9M36 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GSK PLC LS-,3125 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
02/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
2.83 |
| Time value: |
-1.92 |
| Break-even: |
15.91 |
| Moneyness: |
1.19 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.800 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-57.89% |
| 3 Months |
|
|
-60.40% |
| YTD |
|
|
-22.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.840 |
| 1M High / 1M Low: |
1.900 |
0.840 |
| 6M High / 6M Low: |
3.780 |
0.840 |
| High (YTD): |
15/05/2024 |
3.780 |
| Low (YTD): |
03/07/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.21% |
| Volatility 6M: |
|
139.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
