UniCredit Call 220 AMG 15.01.2025
/ DE000HC3VZ49
UniCredit Call 220 AMG 15.01.2025/ DE000HC3VZ49 /
| 2024-06-28 10:53:34 AM |
Chg.+0.19 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.19EUR |
+2.11% |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
220.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HC3VZ4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-02-07 |
| Last trading day: |
2024-06-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.79 |
| Intrinsic value: |
7.30 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.23 |
| Parity: |
7.30 |
| Time value: |
1.78 |
| Break-even: |
310.80 |
| Moneyness: |
1.33 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.33% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
2.68 |
| Rho: |
0.84 |
Quote data
| Open: |
9.19 |
| High: |
9.19 |
| Low: |
9.19 |
| Previous Close: |
9.00 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.96% |
| 1 Month |
|
|
+6.98% |
| 3 Months |
|
|
+34.75% |
| YTD |
|
|
+29.44% |
| 1 Year |
|
|
+234.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.69 |
8.84 |
| 1M High / 1M Low: |
9.69 |
7.74 |
| 6M High / 6M Low: |
10.11 |
5.18 |
| High (YTD): |
2024-02-05 |
10.11 |
| Low (YTD): |
2024-04-18 |
5.18 |
| 52W High: |
2024-02-05 |
10.11 |
| 52W Low: |
2023-07-07 |
2.69 |
| Avg. price 1W: |
|
9.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
62.91% |
| Volatility 6M: |
|
89.05% |
| Volatility 1Y: |
|
83.96% |
| Volatility 3Y: |
|
- |
