UC WAR. CALL 01/26 AMG/ DE000HD28NE0 /
2024-10-11 9:41:17 PM | Chg.+0.0500 | Bid9:57:57 PM | Ask9:57:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3800EUR | +15.15% | - Bid Size: 15,000 |
- Ask Size: 15,000 |
AMGEN INC. DL-... | 500.00 - | 2026-01-14 | Call |
Master data
WKN: | HD28NE |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 500.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-01-29 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 62.56 |
Leverage: | Yes |
Calculated values
Fair value: | 0.10 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.22 |
Parity: | -19.97 |
Time value: | 0.48 |
Break-even: | 504.80 |
Moneyness: | 0.60 |
Premium: | 0.68 |
Premium p.a.: | 0.51 |
Spread abs.: | 0.17 |
Spread %: | 54.84% |
Delta: | 0.11 |
Theta: | -0.02 |
Omega: | 6.99 |
Rho: | 0.36 |
Quote data
Open: | 0.2000 |
---|---|
High: | 0.3800 |
Low: | 0.2000 |
Previous Close: | 0.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.15% | ||
---|---|---|---|
1 Month | -15.56% | ||
3 Months | -36.67% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3800 | 0.3100 |
---|---|---|
1M High / 1M Low: | 0.5100 | 0.3000 |
6M High / 6M Low: | 0.7000 | 0.1700 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3300 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3824 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4542 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 177.07% | |
Volatility 6M: | 218.26% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |