UC WAR. CALL 12/24 AMG/ DE000HD1QYZ8 /
9/10/2024 11:41:23 AM | Chg.-0.0400 | Bid1:14:32 PM | Ask1:14:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3000EUR | -11.76% | 0.3100 Bid Size: 10,000 |
0.3700 Ask Size: 10,000 |
AMGEN INC. DL-... | 400.00 - | 12/18/2024 | Call |
Master data
WKN: | HD1QYZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 12/18/2024 |
Issue date: | 1/8/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 84.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.43 |
Historic volatility: | 0.22 |
Parity: | -10.47 |
Time value: | 0.35 |
Break-even: | 403.50 |
Moneyness: | 0.74 |
Premium: | 0.37 |
Premium p.a.: | 2.16 |
Spread abs.: | 0.02 |
Spread %: | 6.06% |
Delta: | 0.12 |
Theta: | -0.07 |
Omega: | 9.92 |
Rho: | 0.08 |
Quote data
Open: | 0.2600 |
---|---|
High: | 0.3000 |
Low: | 0.2600 |
Previous Close: | 0.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -26.83% | ||
---|---|---|---|
1 Month | -31.82% | ||
3 Months | +3.45% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4100 | 0.3100 |
---|---|---|
1M High / 1M Low: | 0.4600 | 0.3100 |
6M High / 6M Low: | 0.8000 | 0.1100 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3857 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3574 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 146.19% | |
Volatility 6M: | 409.41% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |