UC WAR. PUT 01/26 AMG/ DE000HD28NF7 /
| 9/9/2024 8:00:42 AM | Chg.-0.0900 | Bid8:48:57 AM | Ask8:48:57 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4300EUR | -3.57% | 2.4200 Bid Size: 2,000 |
2.5600 Ask Size: 2,000 |
AMGEN INC. DL-... | 300.00 - | 1/14/2026 | Put |
Master data
| WKN: | HD28NF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 300.00 - |
| Maturity: | 1/14/2026 |
| Issue date: | 1/29/2024 |
| Last trading day: | 1/13/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -11.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.74 |
|---|---|
| Intrinsic value: | 1.09 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.22 |
| Parity: | 1.09 |
| Time value: | 1.48 |
| Break-even: | 274.30 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.08 |
| Spread %: | 3.21% |
| Delta: | -0.43 |
| Theta: | -0.01 |
| Omega: | -4.89 |
| Rho: | -2.04 |
Quote data
| Open: | 2.4300 |
|---|---|
| High: | 2.4300 |
| Low: | 2.4300 |
| Previous Close: | 2.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.27% | ||
|---|---|---|---|
| 1 Month | -10.33% | ||
| 3 Months | -20.85% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5200 | 2.0900 |
|---|---|---|
| 1M High / 1M Low: | 2.7300 | 2.0900 |
| 6M High / 6M Low: | 5.0200 | 2.0900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3805 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2052 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 66.67% | |
| Volatility 6M: | 78.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
