UC WAR. CALL 01/25 AMZ/ DE000HB554D1 /
| 31/07/2024 13:41:14 | Chg.0.0000 | Bid15:36:31 | Ask15:36:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0900EUR | 0.00% | 2.3100 Bid Size: 12,000 |
2.3200 Ask Size: 12,000 |
AMAZON.COM INC. D... | 200.00 - | 15/01/2025 | 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: | 15/01/2025 |
| Issue date: | 04/04/2022 |
| Last trading day: | 14/01/2025 |
| Ratio: | 5:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.25 |
| Parity: | -6.40 |
| Time value: | 2.13 |
| Break-even: | 210.65 |
| Moneyness: | 0.84 |
| Premium: | 0.25 |
| Premium p.a.: | 0.63 |
| Spread abs.: | 0.01 |
| Spread %: | 0.47% |
| Delta: | 0.36 |
| Theta: | -0.06 |
| Omega: | 5.65 |
| Rho: | 0.23 |
Quote data
| Open: | 2.0600 |
|---|---|
| High: | 2.1500 |
| Low: | 2.0600 |
| Previous Close: | 2.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.95% | ||
|---|---|---|---|
| 1 Month | -38.71% | ||
| 3 Months | -23.44% | ||
| YTD | +49.29% | ||
| 1 Year | +63.28% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2700 | 2.0900 |
|---|---|---|
| 1M High / 1M Low: | 4.0100 | 2.0900 |
| 6M High / 6M Low: | 4.0100 | 1.3700 |
| High (YTD): | 02/07/2024 | 4.0100 |
| Low (YTD): | 05/01/2024 | 0.9600 |
| 52W High: | 02/07/2024 | 4.0100 |
| 52W Low: | 26/10/2023 | 0.6400 |
| Avg. price 1W: | 2.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.9845 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6607 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9479 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 114.19% | |
| Volatility 6M: | 142.05% | |
| Volatility 1Y: | 141.49% | |
| Volatility 3Y: | - |
