UC WAR. PUT 06/25 AMG/ DE000HD1QZ12 /
| 7/10/2024 1:41:55 PM | Chg.-0.0500 | Bid7/10/2024 | Ask7/10/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1800EUR | -2.24% | 2.1300 Bid Size: 8,000 |
2.1800 Ask Size: 8,000 |
AMGEN INC. DL-... | 300.00 - | 6/18/2025 | Put |
Master data
| WKN: | HD1QZ1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 300.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 1/8/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -13.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.39 |
|---|---|
| Intrinsic value: | 0.79 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | 0.79 |
| Time value: | 1.41 |
| Break-even: | 278.00 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.92% |
| Delta: | -0.45 |
| Theta: | -0.02 |
| Omega: | -5.91 |
| Rho: | -1.43 |
Quote data
| Open: | 2.2300 |
|---|---|
| High: | 2.2300 |
| Low: | 2.1800 |
| Previous Close: | 2.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.40% | ||
|---|---|---|---|
| 1 Month | -18.05% | ||
| 3 Months | -50.68% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3900 | 2.2300 |
|---|---|---|
| 1M High / 1M Low: | 2.8100 | 2.0900 |
| 6M High / 6M Low: | 4.6700 | 2.0900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4350 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1547 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 58.41% | |
| Volatility 6M: | 83.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
