UC WAR. CALL 12/25 AMG/ DE000HD2FAS4 /
8/5/2024 3:41:51 PM | Chg.-0.1200 | Bid3:50:27 PM | Ask3:50:27 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4400EUR | -21.43% | 0.4600 Bid Size: 8,000 |
0.6200 Ask Size: 8,000 |
AMGEN INC. DL-... | 500.00 - | 12/17/2025 | Call |
Master data
WKN: | HD2FAS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 500.00 - |
Maturity: | 12/17/2025 |
Issue date: | 2/5/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 46.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.21 |
Parity: | -19.39 |
Time value: | 0.66 |
Break-even: | 506.60 |
Moneyness: | 0.61 |
Premium: | 0.65 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.09 |
Spread %: | 15.79% |
Delta: | 0.14 |
Theta: | -0.03 |
Omega: | 6.47 |
Rho: | 0.49 |
Quote data
Open: | 0.0100 |
---|---|
High: | 0.4400 |
Low: | 0.0100 |
Previous Close: | 0.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -25.42% | ||
---|---|---|---|
1 Month | +18.92% | ||
3 Months | -13.73% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6200 | 0.5600 |
---|---|---|
1M High / 1M Low: | 0.6500 | 0.3700 |
6M High / 6M Low: | 0.6500 | 0.1400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5510 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3544 | |
Avg. volume 6M: | 5.7323 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.99% | |
Volatility 6M: | 226.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |