UC WAR. CALL 12/24 AMG/ DE000HD2FAR6 /
| 05/08/2024 17:41:25 | Chg.-0.0700 | Bid18:46:55 | Ask18:46:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | -15.91% | 0.3700 Bid Size: 12,000 |
0.3900 Ask Size: 12,000 |
AMGEN INC. DL-... | 420.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD2FAR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 05/02/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 58.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.21 |
| Parity: | -11.39 |
| Time value: | 0.52 |
| Break-even: | 425.20 |
| Moneyness: | 0.73 |
| Premium: | 0.39 |
| Premium p.a.: | 1.43 |
| Spread abs.: | 0.09 |
| Spread %: | 20.93% |
| Delta: | 0.14 |
| Theta: | -0.07 |
| Omega: | 8.51 |
| Rho: | 0.14 |
Quote data
| Open: | 0.0100 |
|---|---|
| High: | 0.3700 |
| Low: | 0.0100 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.91% | ||
|---|---|---|---|
| 1 Month | +76.19% | ||
| 3 Months | 0.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.1900 |
| 6M High / 6M Low: | 0.6200 | 0.0710 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3943 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2197 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 262.83% | |
| Volatility 6M: | 431.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
