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UniCredit Call 130 AMZ 18.12.2024/  DE000HC6MAD4  /

Frankfurt Zert./HVB
11/15/2024  7:39:59 PM Chg.-1.140 Bid9:59:21 PM Ask- Underlying Strike price Expiration date Option type
6.770EUR -14.41% 6.960
Bid Size: 10,000		 -
Ask Size: -		 AMAZON.COM INC. D... 130.00 - 12/18/2024 Call
 

Master data

WKN: HC6MAD
Issuer: UniCredit
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 12/18/2024
Issue date: 5/11/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 6.28
Intrinsic value: 6.25
Implied volatility: 1.34
Historic volatility: 0.25
Parity: 6.25
Time value: 0.55
Break-even: 198.00
Moneyness: 1.48
Premium: 0.03
Premium p.a.: 0.38
Spread abs.: -0.15
Spread %: -2.16%
Delta: 0.88
Theta: -0.24
Omega: 2.50
Rho: 0.09
 

Quote data

Open: 7.660
High: 7.710
Low: 6.770
Previous Close: 7.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.49%
1 Month  
+22.64%
3 Months  
+44.97%
YTD  
+100.30%
1 Year  
+128.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.060 6.770
1M High / 1M Low: 8.060 5.190
6M High / 6M Low: 8.060 3.430
High (YTD): 11/13/2024 8.060
Low (YTD): 1/5/2024 2.830
52W High: 11/13/2024 8.060
52W Low: 1/5/2024 2.830
Avg. price 1W:   7.482
Avg. volume 1W:   0.000
Avg. price 1M:   6.328
Avg. volume 1M:   0.000
Avg. price 6M:   5.417
Avg. volume 6M:   0.000
Avg. price 1Y:   4.923
Avg. volume 1Y:   0.000
Volatility 1M:   124.89%
Volatility 6M:   91.60%
Volatility 1Y:   84.47%
Volatility 3Y:   -