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: |
|
- |