UC WAR. CALL 03/25 AMG/ DE000HD43P42 /
2024-07-04 5:42:12 PM | Chg.+0.0500 | Bid6:40:37 PM | Ask6:40:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.4500EUR | +1.14% | - Bid Size: 3,000 |
- Ask Size: 3,000 |
AMGEN INC. DL-... | 280.00 - | 2025-03-19 | Call |
Master data
WKN: | HD43P4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 280.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.36 |
Leverage: | Yes |
Calculated values
Fair value: | 2.87 |
---|---|
Intrinsic value: | 0.67 |
Implied volatility: | 0.40 |
Historic volatility: | 0.23 |
Parity: | 0.67 |
Time value: | 3.84 |
Break-even: | 325.10 |
Moneyness: | 1.02 |
Premium: | 0.13 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.02 |
Spread %: | 0.45% |
Delta: | 0.62 |
Theta: | -0.09 |
Omega: | 3.97 |
Rho: | 0.95 |
Quote data
Open: | 4.4000 |
---|---|
High: | 4.5200 |
Low: | 4.4000 |
Previous Close: | 4.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.90% | ||
---|---|---|---|
1 Month | -5.12% | ||
3 Months | +83.88% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.7800 | 4.4000 |
---|---|---|
1M High / 1M Low: | 5.3200 | 3.9000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.6460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.5173 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.93% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |