UC WAR. CALL 06/25 AMG/ DE000HC7L5T4 /
| 2024-12-20 9:41:03 PM | Chg.+0.2500 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8700EUR | +9.54% | 2.6700 Bid Size: 10,000 |
2.6900 Ask Size: 10,000 |
AMGEN INC. DL-... | 250.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7L5T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.01 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | 0.25 |
| Time value: | 2.44 |
| Break-even: | 276.90 |
| Moneyness: | 1.01 |
| Premium: | 0.10 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.02 |
| Spread %: | 0.75% |
| Delta: | 0.59 |
| Theta: | -0.08 |
| Omega: | 5.51 |
| Rho: | 0.59 |
Quote data
| Open: | 2.5800 |
|---|---|
| High: | 2.9800 |
| Low: | 2.5800 |
| Previous Close: | 2.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.96% | ||
|---|---|---|---|
| 1 Month | -43.06% | ||
| 3 Months | -66.74% | ||
| YTD | -48.01% | ||
| 1 Year | -42.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9500 | 2.5600 |
|---|---|---|
| 1M High / 1M Low: | 5.4200 | 2.5600 |
| 6M High / 6M Low: | 8.9200 | 2.5600 |
| High (YTD): | 2024-07-24 | 8.9200 |
| Low (YTD): | 2024-12-18 | 2.5600 |
| 52W High: | 2024-07-24 | 8.9200 |
| 52W Low: | 2024-12-18 | 2.5600 |
| Avg. price 1W: | 2.7800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7105 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 6.8970 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 6.3867 | |
| Avg. volume 1Y: | .3594 | |
| Volatility 1M: | 145.18% | |
| Volatility 6M: | 95.76% | |
| Volatility 1Y: | 98.03% | |
| Volatility 3Y: | - |
