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: | - |
