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UniCredit Call 220 AMG 18.06.2025/  DE000HC7SXB5  /

Frankfurt Zert./HVB
06/09/2024  19:39:22 Chg.-0.270 Bid21:58:56 Ask21:58:56 Underlying Strike price Expiration date Option type
9.620EUR -2.73% 9.540
Bid Size: 4,000		 9.700
Ask Size: 4,000		 AMGEN INC. DL-... 220.00 - 18/06/2025 Call
 

Master data

WKN: HC7SXB
Issuer: UniCredit
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 18/06/2025
Issue date: 29/06/2023
Last trading day: 17/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.98
Leverage: Yes

Calculated values

Fair value: 7.63
Intrinsic value: 6.92
Implied volatility: 0.59
Historic volatility: 0.22
Parity: 6.92
Time value: 2.79
Break-even: 317.10
Moneyness: 1.31
Premium: 0.10
Premium p.a.: 0.13
Spread abs.: 0.16
Spread %: 1.68%
Delta: 0.80
Theta: -0.09
Omega: 2.38
Rho: 1.04
 

Quote data

Open: 9.730
High: 10.050
Low: 9.600
Previous Close: 9.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -2.63%
3 Months  
+7.37%
YTD  
+30.88%
1 Year  
+69.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.780 9.620
1M High / 1M Low: 10.780 9.620
6M High / 6M Low: 11.240 5.660
High (YTD): 24/07/2024 11.240
Low (YTD): 18/04/2024 5.660
52W High: 24/07/2024 11.240
52W Low: 31/10/2023 5.180
Avg. price 1W:   10.274
Avg. volume 1W:   0.000
Avg. price 1M:   10.190
Avg. volume 1M:   0.000
Avg. price 6M:   8.740
Avg. volume 6M:   0.000
Avg. price 1Y:   7.947
Avg. volume 1Y:   0.000
Volatility 1M:   39.66%
Volatility 6M:   88.70%
Volatility 1Y:   79.22%
Volatility 3Y:   -