UC DIS.CERT. 09/24 CALL AMG
/ DE000HC9CX22
UC DIS.CERT. 09/24 CALL AMG/ DE000HC9CX22 /
9/11/2024 1:46:54 PM |
Chg.+0.0400 |
Bid3:15:22 PM |
Ask3:15:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.0700EUR |
+1.97% |
2.0000 Bid Size: 8,000 |
2.1300 Ask Size: 8,000 |
AMGEN INC. DL-... |
300.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HC9CX2 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
9/18/2024 |
Issue date: |
9/21/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
14.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.32 |
Historic volatility: |
0.22 |
Parity: |
-0.15 |
Time value: |
2.12 |
Break-even: |
321.20 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
44.86 |
Spread abs.: |
0.02 |
Spread %: |
0.95% |
Delta: |
0.53 |
Theta: |
-1.57 |
Omega: |
7.42 |
Rho: |
0.03 |
Quote data
Open: |
2.0300 |
High: |
2.0700 |
Low: |
2.0300 |
Previous Close: |
2.0300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.49% |
1 Month |
|
|
+26.22% |
3 Months |
|
|
+111.22% |
YTD |
|
|
+122.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.0600 |
1.7300 |
1M High / 1M Low: |
2.1600 |
1.5400 |
6M High / 6M Low: |
2.1600 |
0.4600 |
High (YTD): |
9/2/2024 |
2.1600 |
Low (YTD): |
4/18/2024 |
0.4600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.9280 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
1.9009 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
1.2353 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.85% |
Volatility 6M: |
|
183.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |