UC WAR. CALL 01/25 AMG/ DE000HC3JAP1 /
| 11/10/2024 19:40:56 | Chg.+0.2800 | Bid20:32:59 | Ask20:32:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6300EUR | +8.36% | 3.6600 Bid Size: 8,000 |
3.6800 Ask Size: 8,000 |
AMGEN INC. DL-... | 300.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC3JAP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 26/01/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.22 |
| Parity: | -0.64 |
| Time value: | 3.38 |
| Break-even: | 333.80 |
| Moneyness: | 0.98 |
| Premium: | 0.14 |
| Premium p.a.: | 0.63 |
| Spread abs.: | 0.02 |
| Spread %: | 0.60% |
| Delta: | 0.54 |
| Theta: | -0.20 |
| Omega: | 4.72 |
| Rho: | 0.33 |
Quote data
| Open: | 3.3000 |
|---|---|
| High: | 3.6300 |
| Low: | 3.3000 |
| Previous Close: | 3.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.68% | ||
|---|---|---|---|
| 1 Month | -9.48% | ||
| 3 Months | -9.25% | ||
| YTD | +41.80% | ||
| 1 Year | +27.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4000 | 3.1400 |
|---|---|---|
| 1M High / 1M Low: | 4.5300 | 2.9000 |
| 6M High / 6M Low: | 4.8800 | 1.3400 |
| High (YTD): | 24/07/2024 | 4.8800 |
| Low (YTD): | 18/04/2024 | 1.3400 |
| 52W High: | 24/07/2024 | 4.8800 |
| 52W Low: | 18/04/2024 | 1.3400 |
| Avg. price 1W: | 3.2820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7045 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4353 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9122 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 131.79% | |
| Volatility 6M: | 181.34% | |
| Volatility 1Y: | 151.60% | |
| Volatility 3Y: | - |
