UC WAR. PUT 03/25 AMG/ DE000HD43P83 /
2024-09-10 9:40:47 AM | Chg.-0.0600 | Bid11:00:57 AM | Ask11:00:57 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4900EUR | -3.87% | 1.4900 Bid Size: 6,000 |
1.5700 Ask Size: 6,000 |
AMGEN INC. DL-... | 300.00 - | 2025-03-19 | Put |
Master data
WKN: | HD43P8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Put |
Strike price: | 300.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -19.18 |
Leverage: | Yes |
Calculated values
Fair value: | 1.81 |
---|---|
Intrinsic value: | 0.47 |
Implied volatility: | 0.19 |
Historic volatility: | 0.22 |
Parity: | 0.47 |
Time value: | 1.07 |
Break-even: | 284.60 |
Moneyness: | 1.02 |
Premium: | 0.04 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.02 |
Spread %: | 1.32% |
Delta: | -0.47 |
Theta: | -0.03 |
Omega: | -8.93 |
Rho: | -0.80 |
Quote data
Open: | 1.4700 |
---|---|
High: | 1.4900 |
Low: | 1.4700 |
Previous Close: | 1.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.67% | ||
---|---|---|---|
1 Month | -21.16% | ||
3 Months | -37.13% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6600 | 1.4100 |
---|---|---|
1M High / 1M Low: | 1.9200 | 1.2700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.5200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5338 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 91.74% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |