UC WAR. CALL 01/25 AMG/ DE000HC4EFN4 /
09/09/2024 13:40:07 | Chg.+0.0500 | Bid15:08:09 | Ask15:08:09 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.8800EUR | +1.04% | 4.8800 Bid Size: 4,000 |
4.9400 Ask Size: 4,000 |
AMGEN INC. DL-... | 280.00 - | 15/01/2025 | Call |
Master data
WKN: | HC4EFN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 280.00 - |
Maturity: | 15/01/2025 |
Issue date: | 23/02/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.95 |
Leverage: | Yes |
Calculated values
Fair value: | 2.17 |
---|---|
Intrinsic value: | 0.91 |
Implied volatility: | 0.63 |
Historic volatility: | 0.22 |
Parity: | 0.91 |
Time value: | 3.95 |
Break-even: | 328.60 |
Moneyness: | 1.03 |
Premium: | 0.14 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.16 |
Spread %: | 3.40% |
Delta: | 0.62 |
Theta: | -0.17 |
Omega: | 3.69 |
Rho: | 0.46 |
Quote data
Open: | 4.7600 |
---|---|
High: | 4.8800 |
Low: | 4.7600 |
Previous Close: | 4.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.54% | ||
---|---|---|---|
1 Month | -4.13% | ||
3 Months | +17.87% | ||
YTD | +41.45% | ||
1 Year | +128.04% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.7100 | 4.8300 |
---|---|---|
1M High / 1M Low: | 5.7900 | 4.8300 |
6M High / 6M Low: | 6.2100 | 1.9800 |
High (YTD): | 24/07/2024 | 6.2100 |
Low (YTD): | 18/04/2024 | 1.9800 |
52W High: | 24/07/2024 | 6.2100 |
52W Low: | 18/04/2024 | 1.9800 |
Avg. price 1W: | 5.3040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 5.2505 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.1701 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 3.7089 | |
Avg. volume 1Y: | .0984 | |
Volatility 1M: | 70.30% | |
Volatility 6M: | 149.30% | |
Volatility 1Y: | 129.95% | |
Volatility 3Y: | - |