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UniCredit Call 220 AMG 18.12.2024/  DE000HC3VZ31  /

Frankfurt Zert./HVB
6/27/2024  11:59:09 AM Chg.-0.170 Bid12:27:16 PM Ask- Underlying Strike price Expiration date Option type
8.930EUR -1.87% 8.910
Bid Size: 3,000		 -
Ask Size: -		 AMGEN INC. DL-... 220.00 - 12/18/2024 Call
 

Master data

WKN: HC3VZ3
Issuer: UniCredit
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 12/18/2024
Issue date: 2/7/2023
Last trading day: 12/17/2024
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): 2/5/2024 10.530
Low (YTD): 4/18/2024 5.030
52W High: 2/5/2024 10.530
52W Low: 7/7/2023 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:   -