UniCredit Call 280 AMG 18.09.2024
/ DE000HC9CX14
UniCredit Call 280 AMG 18.09.2024/ DE000HC9CX14 /
9/4/2024 7:07:07 PM |
Chg.-0.01 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.24EUR |
-0.44% |
2.24 Bid Size: 12,000 |
2.26 Ask Size: 12,000 |
AMGEN INC. DL-... |
280.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HC9CX1 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
9/18/2024 |
Issue date: |
9/21/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
13.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
1.91 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
1.91 |
Time value: |
0.36 |
Break-even: |
302.70 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.02 |
Spread %: |
0.89% |
Delta: |
0.79 |
Theta: |
-0.29 |
Omega: |
10.45 |
Rho: |
0.08 |
Quote data
Open: |
2.24 |
High: |
2.24 |
Low: |
2.24 |
Previous Close: |
2.25 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.90% |
1 Month |
|
|
+12.00% |
3 Months |
|
|
+34.13% |
YTD |
|
|
+86.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.25 |
2.22 |
1M High / 1M Low: |
2.25 |
1.70 |
6M High / 6M Low: |
2.25 |
0.73 |
High (YTD): |
9/3/2024 |
2.25 |
Low (YTD): |
4/18/2024 |
0.73 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.30% |
Volatility 6M: |
|
125.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |