UC WAR. CALL 12/24 AMG/ DE000HC3JAK2 /
18/10/2024 21:42:35 | Chg.-0.0200 | Bid21:59:08 | Ask21:59:08 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.0300EUR | -0.66% | 3.0300 Bid Size: 8,000 |
3.0500 Ask Size: 8,000 |
AMGEN INC. DL-... | 300.00 - | 18/12/2024 | Call |
Master data
WKN: | HC3JAK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 18/12/2024 |
Issue date: | 26/01/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.70 |
Leverage: | Yes |
Calculated values
Fair value: | 0.95 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.66 |
Historic volatility: | 0.22 |
Parity: | -0.40 |
Time value: | 3.05 |
Break-even: | 330.50 |
Moneyness: | 0.99 |
Premium: | 0.12 |
Premium p.a.: | 0.96 |
Spread abs.: | 0.02 |
Spread %: | 0.66% |
Delta: | 0.54 |
Theta: | -0.27 |
Omega: | 5.25 |
Rho: | 0.21 |
Quote data
Open: | 2.9700 |
---|---|
High: | 3.0300 |
Low: | 2.9700 |
Previous Close: | 3.0500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.65% | ||
---|---|---|---|
1 Month | -29.53% | ||
3 Months | -28.87% | ||
YTD | +26.78% | ||
1 Year | +23.17% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.4100 | 3.0300 |
---|---|---|
1M High / 1M Low: | 4.3000 | 2.6500 |
6M High / 6M Low: | 4.7000 | 1.2600 |
High (YTD): | 24/07/2024 | 4.7000 |
Low (YTD): | 18/04/2024 | 1.1600 |
52W High: | 24/07/2024 | 4.7000 |
52W Low: | 18/04/2024 | 1.1600 |
Avg. price 1W: | 3.2020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2271 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.2932 | |
Avg. volume 6M: | 1.9690 | |
Avg. price 1Y: | 2.7141 | |
Avg. volume 1Y: | .9961 | |
Volatility 1M: | 152.77% | |
Volatility 6M: | 194.55% | |
Volatility 1Y: | 163.18% | |
Volatility 3Y: | - |