UniCredit Call 300 AMG 18.12.2024
/ DE000HC8K4F6
UniCredit Call 300 AMG 18.12.2024/ DE000HC8K4F6 /
| 02/09/2024 10:01:42 |
Chg.-0.04 |
Bid13:00:42 |
Ask13:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-2.58% |
1.52
Bid Size: 6,000 |
1.61
Ask Size: 6,000 |
AMGEN INC. DL-... |
300.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC8K4F |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
10/08/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
19.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
0.23 |
| Time value: |
1.36 |
| Break-even: |
315.90 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.59 |
| Theta: |
-0.08 |
| Omega: |
11.16 |
| Rho: |
0.47 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.86% |
| 1 Month |
|
|
+4.14% |
| 3 Months |
|
|
+34.82% |
| YTD |
|
|
+57.29% |
| 1 Year |
|
|
+135.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.44 |
| 1M High / 1M Low: |
1.55 |
1.16 |
| 6M High / 6M Low: |
1.55 |
0.59 |
| High (YTD): |
30/08/2024 |
1.55 |
| Low (YTD): |
18/04/2024 |
0.59 |
| 52W High: |
30/08/2024 |
1.55 |
| 52W Low: |
06/09/2023 |
0.58 |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
112.99% |
| Volatility 6M: |
|
130.35% |
| Volatility 1Y: |
|
111.29% |
| Volatility 3Y: |
|
- |
