UniCredit Call 220 AMG 18.12.2024
/ DE000HC3VZ31
UniCredit Call 220 AMG 18.12.2024/ DE000HC3VZ31 /
27/06/2024 11:59:09 |
Chg.-0.170 |
Bid12:34:52 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.930EUR |
-1.87% |
8.900 Bid Size: 3,000 |
- Ask Size: - |
AMGEN INC. DL-... |
220.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC3VZ3 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
18/12/2024 |
Issue date: |
07/02/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.71 |
Intrinsic value: |
7.29 |
Implied volatility: |
0.61 |
Historic volatility: |
0.23 |
Parity: |
7.29 |
Time value: |
1.81 |
Break-even: |
311.00 |
Moneyness: |
1.33 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.08 |
Spread %: |
0.89% |
Delta: |
0.82 |
Theta: |
-0.11 |
Omega: |
2.65 |
Rho: |
0.72 |
Quote data
Open: |
8.890 |
High: |
8.930 |
Low: |
8.880 |
Previous Close: |
9.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.24% |
1 Month |
|
|
+5.18% |
3 Months |
|
|
+32.10% |
YTD |
|
|
+28.30% |
1 Year |
|
|
+220.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.600 |
8.650 |
1M High / 1M Low: |
9.600 |
7.640 |
6M High / 6M Low: |
10.530 |
5.030 |
High (YTD): |
05/02/2024 |
10.530 |
Low (YTD): |
18/04/2024 |
5.030 |
52W High: |
05/02/2024 |
10.530 |
52W Low: |
07/07/2023 |
2.570 |
Avg. price 1W: |
|
9.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.351 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.436 |
Avg. volume 6M: |
|
23.622 |
Avg. price 1Y: |
|
6.297 |
Avg. volume 1Y: |
|
11.719 |
Volatility 1M: |
|
56.71% |
Volatility 6M: |
|
102.76% |
Volatility 1Y: |
|
92.01% |
Volatility 3Y: |
|
- |