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: |
|
- |
