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: | - |