UC WAR. CALL 01/26 AMG/ DE000HD28NE0 /
| 02/08/2024 21:41:29 | Chg.-0.0800 | Bid21:57:54 | Ask21:57:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5900EUR | -11.94% | 0.6100 Bid Size: 6,000 |
0.7000 Ask Size: 6,000 |
AMGEN INC. DL-... | 500.00 - | 14/01/2026 | Call |
Master data
| WKN: | HD28NE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 14/01/2026 |
| Issue date: | 29/01/2024 |
| Last trading day: | 13/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 43.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.22 |
| Parity: | -19.39 |
| Time value: | 0.70 |
| Break-even: | 507.00 |
| Moneyness: | 0.61 |
| Premium: | 0.66 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.09 |
| Spread %: | 14.75% |
| Delta: | 0.15 |
| Theta: | -0.03 |
| Omega: | 6.35 |
| Rho: | 0.54 |
Quote data
| Open: | 0.5300 |
|---|---|
| High: | 0.6000 |
| Low: | 0.5300 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.71% | ||
|---|---|---|---|
| 1 Month | +43.90% | ||
| 3 Months | +9.26% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.4100 |
| 6M High / 6M Low: | 0.7000 | 0.1600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5909 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3876 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 101.01% | |
| Volatility 6M: | 216.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
