UC WAR. PUT 12/25 AMG/ DE000HD1QZ20 /
| 2024-11-15 9:41:10 PM | Chg.+0.6000 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0400EUR | +17.44% | 4.0000 Bid Size: 14,000 |
4.0800 Ask Size: 14,000 |
AMGEN INC. DL-... | 300.00 - | 2025-12-17 | Put |
Master data
| WKN: | HD1QZ2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 300.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-01-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -6.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.88 |
|---|---|
| Intrinsic value: | 3.06 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | 3.06 |
| Time value: | 1.02 |
| Break-even: | 259.20 |
| Moneyness: | 1.11 |
| Premium: | 0.04 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.08 |
| Spread %: | 2.00% |
| Delta: | -0.56 |
| Theta: | -0.02 |
| Omega: | -3.70 |
| Rho: | -2.08 |
Quote data
| Open: | 3.4000 |
|---|---|
| High: | 4.1500 |
| Low: | 3.4000 |
| Previous Close: | 3.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +87.91% | ||
|---|---|---|---|
| 1 Month | +65.57% | ||
| 3 Months | +64.23% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0400 | 2.2600 |
|---|---|---|
| 1M High / 1M Low: | 4.0400 | 2.1500 |
| 6M High / 6M Low: | 4.0400 | 1.9800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6391 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5593 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 142.66% | |
| Volatility 6M: | 93.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
