UniCredit Call 580 GS 18.12.2024
/ DE000HD788B7
UniCredit Call 580 GS 18.12.2024/ DE000HD788B7 /
14/11/2024 15:36:49 |
Chg.+0.01 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
2.78EUR |
+0.36% |
- Bid Size: - |
- Ask Size: - |
Goldman Sachs Group ... |
580.00 USD |
18/12/2024 |
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: |
18/12/2024 |
Issue date: |
22/07/2024 |
Last trading day: |
17/12/2024 |
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: |
2.43 |
High: |
2.78 |
Low: |
2.43 |
Previous Close: |
2.77 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.51% |
1 Month |
|
|
+445.10% |
3 Months |
|
|
+414.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.77 |
2.25 |
1M High / 1M Low: |
2.96 |
0.28 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.50 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,009.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |