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: | - |