UC WAR. CALL 06/25 AMG/ DE000HC7SXB5 /
| 11/10/2024 21:40:26 | Chg.+0.600 | Bid21:58:00 | Ask21:58:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.310EUR | +6.18% | - Bid Size: 6,000 |
- Ask Size: 6,000 |
AMGEN INC. DL-... | 220.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC7SXB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 29/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.93 |
|---|---|
| Intrinsic value: | 7.36 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.22 |
| Parity: | 7.36 |
| Time value: | 2.50 |
| Break-even: | 318.60 |
| Moneyness: | 1.33 |
| Premium: | 0.09 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.04 |
| Spread %: | 0.41% |
| Delta: | 0.81 |
| Theta: | -0.09 |
| Omega: | 2.41 |
| Rho: | 0.95 |
Quote data
| Open: | 9.590 |
|---|---|
| High: | 10.310 |
| Low: | 9.590 |
| Previous Close: | 9.710 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.62% | ||
|---|---|---|---|
| 1 Month | -0.39% | ||
| 3 Months | +0.19% | ||
| YTD | +39.14% | ||
| 1 Year | +35.30% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.740 | 9.360 |
|---|---|---|
| 1M High / 1M Low: | 11.010 | 8.840 |
| 6M High / 6M Low: | 11.260 | 5.680 |
| High (YTD): | 24/07/2024 | 11.260 |
| Low (YTD): | 18/04/2024 | 5.680 |
| 52W High: | 24/07/2024 | 11.260 |
| 52W Low: | 31/10/2023 | 5.350 |
| Avg. price 1W: | 9.568 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.988 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.369 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 8.301 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 66.69% | |
| Volatility 6M: | 80.38% | |
| Volatility 1Y: | 72.78% | |
| Volatility 3Y: | - |
