UC WAR. CALL 12/24 AMG/ DE000HC3JAK2 /
| 02/08/2024 21:41:53 | Chg.-0.2900 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3400EUR | -6.26% | 4.4700 Bid Size: 3,000 |
4.6400 Ask Size: 3,000 |
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: | 6.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.53 |
|---|---|
| Intrinsic value: | 1.11 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.22 |
| Parity: | 1.11 |
| Time value: | 3.52 |
| Break-even: | 346.30 |
| Moneyness: | 1.04 |
| Premium: | 0.11 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 0.43% |
| Delta: | 0.62 |
| Theta: | -0.15 |
| Omega: | 4.19 |
| Rho: | 0.56 |
Quote data
| Open: | 4.2400 |
|---|---|
| High: | 4.5400 |
| Low: | 4.1300 |
| Previous Close: | 4.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.26% | ||
|---|---|---|---|
| 1 Month | +56.12% | ||
| 3 Months | +33.54% | ||
| YTD | +81.59% | ||
| 1 Year | +547.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6300 | 4.3400 |
|---|---|---|
| 1M High / 1M Low: | 4.7000 | 2.7800 |
| 6M High / 6M Low: | 4.7000 | 1.1600 |
| High (YTD): | 24/07/2024 | 4.7000 |
| Low (YTD): | 18/04/2024 | 1.1600 |
| 52W High: | 24/07/2024 | 4.7000 |
| 52W Low: | 03/08/2023 | 0.6700 |
| Avg. price 1W: | 4.4660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0491 | |
| Avg. volume 1M: | 5.5217 | |
| Avg. price 6M: | 2.5457 | |
| Avg. volume 6M: | 2 | |
| Avg. price 1Y: | 2.3166 | |
| Avg. volume 1Y: | .9922 | |
| Volatility 1M: | 88.16% | |
| Volatility 6M: | 194.57% | |
| Volatility 1Y: | 168.40% | |
| Volatility 3Y: | - |
