UniCredit Call 280 AMG 19.03.2025
/ DE000HD43P42
UniCredit Call 280 AMG 19.03.2025/ DE000HD43P42 /
06/11/2024 15:19:25 |
Chg.+0.48 |
Bid16:30:39 |
Ask16:30:39 |
Underlying |
Strike price |
Expiration date |
Option type |
4.86EUR |
+10.96% |
4.65 Bid Size: 8,000 |
4.67 Ask Size: 8,000 |
AMGEN INC. DL-... |
280.00 - |
19/03/2025 |
Call |
Master data
WKN: |
HD43P4 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
19/03/2025 |
Issue date: |
25/03/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.35 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.54 |
Historic volatility: |
0.22 |
Parity: |
1.20 |
Time value: |
3.30 |
Break-even: |
325.00 |
Moneyness: |
1.04 |
Premium: |
0.11 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.08 |
Spread %: |
1.81% |
Delta: |
0.63 |
Theta: |
-0.15 |
Omega: |
4.08 |
Rho: |
0.50 |
Quote data
Open: |
4.54 |
High: |
4.86 |
Low: |
4.54 |
Previous Close: |
4.38 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.72% |
1 Month |
|
|
+2.10% |
3 Months |
|
|
-21.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.83 |
4.25 |
1M High / 1M Low: |
5.40 |
4.25 |
6M High / 6M Low: |
6.41 |
3.88 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.12 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.08% |
Volatility 6M: |
|
95.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |