UC WAR. CALL 01/26 AMG/ DE000HD28ND2 /
| 05/08/2024 19:41:06 | Chg.-0.1900 | Bid19:54:37 | Ask19:54:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9300EUR | -8.96% | 1.9000 Bid Size: 12,000 |
1.9200 Ask Size: 12,000 |
AMGEN INC. DL-... | 400.00 - | 14/01/2026 | Call |
Master data
| WKN: | HD28ND |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 14/01/2026 |
| Issue date: | 29/01/2024 |
| Last trading day: | 13/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.21 |
| Parity: | -9.39 |
| Time value: | 2.27 |
| Break-even: | 422.70 |
| Moneyness: | 0.77 |
| Premium: | 0.38 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.09 |
| Spread %: | 4.13% |
| Delta: | 0.35 |
| Theta: | -0.05 |
| Omega: | 4.75 |
| Rho: | 1.23 |
Quote data
| Open: | 1.5000 |
|---|---|
| High: | 2.2000 |
| Low: | 1.5000 |
| Previous Close: | 2.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.84% | ||
|---|---|---|---|
| 1 Month | +28.67% | ||
| 3 Months | +12.21% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3000 | 2.1200 |
|---|---|---|
| 1M High / 1M Low: | 2.3800 | 1.5000 |
| 6M High / 6M Low: | 2.3800 | 0.7000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3363 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.53% | |
| Volatility 6M: | 165.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
