OverviewChartNewsTraderScreen

UniCredit Call 140 AMZ 15.01.2025/  DE000HC0K3H2  /

Frankfurt Zert./HVB
06/09/2024  19:40:00 Chg.-0.300 Bid21:59:01 Ask21:59:01 Underlying Strike price Expiration date Option type
3.450EUR -8.00% 3.370
Bid Size: 60,000		 3.380
Ask Size: 60,000		 AMAZON.COM INC. D... 140.00 - 15/01/2025 Call
 

Master data

WKN: HC0K3H
Issuer: UniCredit
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 15/01/2025
Issue date: 06/10/2022
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.16
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 2.01
Implied volatility: 0.74
Historic volatility: 0.25
Parity: 2.01
Time value: 1.84
Break-even: 178.50
Moneyness: 1.14
Premium: 0.11
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.71
Theta: -0.10
Omega: 2.95
Rho: 0.27
 

Quote data

Open: 3.790
High: 3.850
Low: 3.400
Previous Close: 3.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.48%
1 Month  
+15.00%
3 Months
  -26.12%
YTD  
+19.79%
1 Year  
+58.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.880 3.510
1M High / 1M Low: 4.030 2.930
6M High / 6M Low: 6.110 2.810
High (YTD): 02/07/2024 6.110
Low (YTD): 05/01/2024 2.340
52W High: 02/07/2024 6.110
52W Low: 26/10/2023 1.360
Avg. price 1W:   3.712
Avg. volume 1W:   0.000
Avg. price 1M:   3.546
Avg. volume 1M:   0.000
Avg. price 6M:   4.603
Avg. volume 6M:   11.628
Avg. price 1Y:   3.673
Avg. volume 1Y:   5.859
Volatility 1M:   88.51%
Volatility 6M:   86.44%
Volatility 1Y:   94.64%
Volatility 3Y:   -