UC WAR. CALL 01/25 AMZ/ DE000HB554D1 /
9/6/2024 9:40:57 PM | Chg.-0.2200 | Bid9:57:42 PM | Ask9:57:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9500EUR | -18.80% | 0.9100 Bid Size: 70,000 |
0.9300 Ask Size: 70,000 |
AMAZON.COM INC. D... | 200.00 - | 1/15/2025 | Call |
Master data
WKN: | HB554D |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMAZON.COM INC. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 1/15/2025 |
Issue date: | 4/4/2022 |
Last trading day: | 1/14/2025 |
Ratio: | 5:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 26.91 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.45 |
Historic volatility: | 0.25 |
Parity: | -7.98 |
Time value: | 1.19 |
Break-even: | 205.95 |
Moneyness: | 0.80 |
Premium: | 0.29 |
Premium p.a.: | 1.02 |
Spread abs.: | 0.01 |
Spread %: | 0.85% |
Delta: | 0.26 |
Theta: | -0.06 |
Omega: | 6.99 |
Rho: | 0.13 |
Quote data
Open: | 1.1300 |
---|---|
High: | 1.1300 |
Low: | 0.9500 |
Previous Close: | 1.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.18% | ||
---|---|---|---|
1 Month | +15.85% | ||
3 Months | -60.58% | ||
YTD | -32.14% | ||
1 Year | -25.78% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1700 | 0.9600 |
---|---|---|
1M High / 1M Low: | 1.3800 | 0.7800 |
6M High / 6M Low: | 4.0100 | 0.7800 |
High (YTD): | 7/2/2024 | 4.0100 |
Low (YTD): | 8/7/2024 | 0.7800 |
52W High: | 7/2/2024 | 4.0100 |
52W Low: | 10/26/2023 | 0.6400 |
Avg. price 1W: | 1.0960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0417 | |
Avg. volume 1M: | 33.2174 | |
Avg. price 6M: | 2.4141 | |
Avg. volume 6M: | 11.8450 | |
Avg. price 1Y: | 1.9214 | |
Avg. volume 1Y: | 5.9688 | |
Volatility 1M: | 229.62% | |
Volatility 6M: | 164.52% | |
Volatility 1Y: | 159.80% | |
Volatility 3Y: | - |