UC WAR. CALL 01/26 AMG/ DE000HD2FAT2 /
| 8/2/2024 9:42:16 PM | Chg.-0.1200 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1500EUR | -9.45% | 1.2000 Bid Size: 6,000 |
1.2900 Ask Size: 6,000 |
AMGEN INC. DL-... | 450.00 - | 1/14/2026 | Call |
Master data
| WKN: | HD2FAT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 1/14/2026 |
| Issue date: | 2/5/2024 |
| Last trading day: | 1/13/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 23.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.22 |
| Parity: | -14.39 |
| Time value: | 1.28 |
| Break-even: | 462.80 |
| Moneyness: | 0.68 |
| Premium: | 0.51 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.09 |
| Spread %: | 7.56% |
| Delta: | 0.23 |
| Theta: | -0.04 |
| Omega: | 5.56 |
| Rho: | 0.85 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.2100 |
| Low: | 1.0900 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.53% | ||
|---|---|---|---|
| 1 Month | +53.33% | ||
| 3 Months | +19.79% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2700 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.3300 | 0.7500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1191 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
