UC WAR. CALL 06/25 AMG/ DE000HC7L5T4 /
| 2024-07-09 3:40:57 PM | Chg.-0.230 | Bid4:01:46 PM | Ask4:01:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.730EUR | -3.30% | 6.750 Bid Size: 6,000 |
6.770 Ask Size: 6,000 |
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: | 4.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.27 |
|---|---|
| Intrinsic value: | 3.76 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.22 |
| Parity: | 3.76 |
| Time value: | 3.18 |
| Break-even: | 319.40 |
| Moneyness: | 1.15 |
| Premium: | 0.11 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.02 |
| Spread %: | 0.29% |
| Delta: | 0.74 |
| Theta: | -0.07 |
| Omega: | 3.05 |
| Rho: | 1.34 |
Quote data
| Open: | 6.960 |
|---|---|
| High: | 7.010 |
| Low: | 6.730 |
| Previous Close: | 6.960 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.58% | ||
|---|---|---|---|
| 1 Month | +0.30% | ||
| 3 Months | +58.73% | ||
| YTD | +21.92% | ||
| 1 Year | +243.37% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.980 | 6.700 |
|---|---|---|
| 1M High / 1M Low: | 7.740 | 6.120 |
| 6M High / 6M Low: | 8.260 | 3.970 |
| High (YTD): | 2024-02-02 | 8.260 |
| Low (YTD): | 2024-04-18 | 3.970 |
| 52W High: | 2024-02-02 | 8.260 |
| 52W Low: | 2023-07-11 | 2.080 |
| Avg. price 1W: | 6.856 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.822 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.956 | |
| Avg. volume 6M: | .724 | |
| Avg. price 1Y: | 5.117 | |
| Avg. volume 1Y: | .361 | |
| Volatility 1M: | 52.69% | |
| Volatility 6M: | 99.27% | |
| Volatility 1Y: | 93.13% | |
| Volatility 3Y: | - |
