UC WAR. CALL 06/25 AMG/ DE000HC7SXB5 /
| 2024-09-06 9:41:24 PM | Chg.-0.270 | Bid9:58:58 PM | Ask9:58:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.660EUR | -2.72% | 9.540 Bid Size: 4,000 |
9.700 Ask Size: 4,000 |
AMGEN INC. DL-... | 220.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7SXB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-29 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.63 |
|---|---|
| Intrinsic value: | 6.92 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.22 |
| Parity: | 6.92 |
| Time value: | 2.79 |
| Break-even: | 317.10 |
| Moneyness: | 1.31 |
| Premium: | 0.10 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.16 |
| Spread %: | 1.68% |
| Delta: | 0.80 |
| Theta: | -0.09 |
| Omega: | 2.38 |
| Rho: | 1.04 |
Quote data
| Open: | 9.730 |
|---|---|
| High: | 10.080 |
| Low: | 9.650 |
| Previous Close: | 9.930 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.89% | ||
|---|---|---|---|
| 1 Month | -3.30% | ||
| 3 Months | +9.15% | ||
| YTD | +30.36% | ||
| 1 Year | +71.89% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.790 | 9.660 |
|---|---|---|
| 1M High / 1M Low: | 10.840 | 9.660 |
| 6M High / 6M Low: | 11.260 | 5.680 |
| High (YTD): | 2024-07-24 | 11.260 |
| Low (YTD): | 2024-04-18 | 5.680 |
| 52W High: | 2024-07-24 | 11.260 |
| 52W Low: | 2023-10-31 | 5.350 |
| Avg. price 1W: | 10.278 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.196 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.739 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 7.952 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 40.12% | |
| Volatility 6M: | 80.20% | |
| Volatility 1Y: | 74.10% | |
| Volatility 3Y: | - |
