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UniCredit Call 320 AMG 18.12.2024/  DE000HC4Z5D5  /

EUWAX
2024-10-11  7:34:15 PM Chg.+0.24 Bid8:17:15 PM Ask8:17:15 PM Underlying Strike price Expiration date Option type
2.24EUR +12.00% 2.27
Bid Size: 10,000		 2.29
Ask Size: 10,000		 AMGEN INC. DL-... 320.00 - 2024-12-18 Call
 

Master data

WKN: HC4Z5D
Issuer: UniCredit
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2024-12-18
Issue date: 2023-03-14
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.39
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.22
Parity: -2.64
Time value: 2.04
Break-even: 340.40
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 1.21
Spread abs.: 0.02
Spread %: 0.99%
Delta: 0.43
Theta: -0.23
Omega: 6.14
Rho: 0.20
 

Quote data

Open: 1.96
High: 2.24
Low: 1.94
Previous Close: 2.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.13%
1 Month
  -11.81%
3 Months
  -19.42%
YTD  
+36.59%
1 Year  
+12.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.90
1M High / 1M Low: 3.03 1.80
6M High / 6M Low: 3.54 0.72
High (YTD): 2024-07-24 3.54
Low (YTD): 2024-04-18 0.72
52W High: 2024-07-24 3.54
52W Low: 2024-04-18 0.72
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.34
Avg. volume 1M:   0.00
Avg. price 6M:   2.21
Avg. volume 6M:   15.38
Avg. price 1Y:   1.88
Avg. volume 1Y:   7.81
Volatility 1M:   149.22%
Volatility 6M:   244.19%
Volatility 1Y:   197.72%
Volatility 3Y:   -