OverviewChartNewsTraderScreen

UniCredit Call 220 AMG 18.12.2024/  DE000HC3VZ31  /

Frankfurt Zert./HVB
2024-06-27  12:44:44 PM Chg.-0.200 Bid9:57:49 PM Ask- Underlying Strike price Expiration date Option type
8.900EUR -2.20% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 220.00 - 2024-12-18 Call
 

Master data

WKN: HC3VZ3
Issuer: UniCredit
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-18
Issue date: 2023-02-07
Last trading day: 2024-06-27
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 7.08
Intrinsic value: 6.67
Implied volatility: 0.70
Historic volatility: 0.23
Parity: 6.67
Time value: 2.36
Break-even: 310.30
Moneyness: 1.30
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.80
Theta: -0.13
Omega: 2.53
Rho: 0.63
 

Quote data

Open: 8.890
High: 8.930
Low: 8.880
Previous Close: 9.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.09%
3 Months  
+65.43%
YTD  
+27.87%
1 Year  
+212.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.900 8.900
1M High / 1M Low: 9.600 7.710
6M High / 6M Low: 10.530 5.030
High (YTD): 2024-02-05 10.530
Low (YTD): 2024-04-18 5.030
52W High: 2024-02-05 10.530
52W Low: 2023-07-07 2.570
Avg. price 1W:   8.900
Avg. volume 1W:   0.000
Avg. price 1M:   8.456
Avg. volume 1M:   0.000
Avg. price 6M:   7.449
Avg. volume 6M:   24.390
Avg. price 1Y:   6.378
Avg. volume 1Y:   11.905
Volatility 1M:   49.96%
Volatility 6M:   102.82%
Volatility 1Y:   92.41%
Volatility 3Y:   -