UC WAR. CALL 03/25 AMG/ DE000HD43P59 /
8/2/2024 9:40:54 PM | Chg.-0.3000 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.8000EUR | -5.88% | 4.9200 Bid Size: 3,000 |
5.0100 Ask Size: 3,000 |
AMGEN INC. DL-... | 300.00 - | 3/19/2025 | Call |
Master data
WKN: | HD43P5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.07 |
Leverage: | Yes |
Calculated values
Fair value: | 2.79 |
---|---|
Intrinsic value: | 0.61 |
Implied volatility: | 0.47 |
Historic volatility: | 0.22 |
Parity: | 0.61 |
Time value: | 4.43 |
Break-even: | 350.40 |
Moneyness: | 1.02 |
Premium: | 0.14 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.09 |
Spread %: | 1.82% |
Delta: | 0.62 |
Theta: | -0.11 |
Omega: | 3.75 |
Rho: | 0.87 |
Quote data
Open: | 4.7200 |
---|---|
High: | 5.0300 |
Low: | 4.4800 |
Previous Close: | 5.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.14% | ||
---|---|---|---|
1 Month | +43.28% | ||
3 Months | +22.76% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.1000 | 4.8000 |
---|---|---|
1M High / 1M Low: | 5.1000 | 3.3500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.9200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.5782 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 72.82% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |