UniCredit Call 220 AMG 18.12.2024
/ DE000HC3VZ31
UniCredit Call 220 AMG 18.12.2024/ DE000HC3VZ31 /
| 6/27/2024 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 - |
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: |
6/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.03 |
| Intrinsic value: |
6.62 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.22 |
| Parity: |
6.62 |
| Time value: |
2.41 |
| Break-even: |
310.30 |
| Moneyness: |
1.30 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.13 |
| Omega: |
2.52 |
| Rho: |
0.62 |
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 |
|
|
+6.21% |
| 3 Months |
|
|
+57.24% |
| YTD |
|
|
+27.87% |
| 1 Year |
|
|
+214.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.600 |
7.710 |
| 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: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.435 |
| Avg. volume 6M: |
|
24.793 |
| Avg. price 1Y: |
|
6.406 |
| Avg. volume 1Y: |
|
12 |
| Volatility 1M: |
|
52.08% |
| Volatility 6M: |
|
103.40% |
| Volatility 1Y: |
|
92.74% |
| Volatility 3Y: |
|
- |
