UniCredit Call 15 GS71 18.09.2024
/ DE000HC9M360
UniCredit Call 15 GS71 18.09.2024/ DE000HC9M360 /
| 2024-07-08 3:39:31 PM |
Chg.+0.020 |
Bid5:02:56 PM |
Ask5:02:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+2.30% |
0.870
Bid Size: 20,000 |
0.880
Ask Size: 20,000 |
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: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
2.92 |
| Time value: |
-2.01 |
| 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: |
0.870 |
| High: |
0.890 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.11% |
| 1 Month |
|
|
-54.12% |
| 3 Months |
|
|
-55.50% |
| YTD |
|
|
-14.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.850 |
| 1M High / 1M Low: |
1.910 |
0.850 |
| 6M High / 6M Low: |
3.740 |
0.850 |
| High (YTD): |
2024-05-15 |
3.740 |
| Low (YTD): |
2024-07-03 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.17% |
| Volatility 6M: |
|
140.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
