UC WAR. CALL 01/25 AMG/ DE000HC3JAN6 /
| 2024-09-02 11:42:00 AM | Chg.- | Bid1:00:40 PM | Ask2024-09-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.370EUR | - | 7.510 Bid Size: 3,000 |
- Ask Size: 2,000 |
AMGEN INC. DL-... | 250.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3JAN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-09-02 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.56 |
|---|---|
| Intrinsic value: | 5.22 |
| Implied volatility: | 0.91 |
| Historic volatility: | 0.21 |
| Parity: | 5.22 |
| Time value: | 3.49 |
| Break-even: | 337.10 |
| Moneyness: | 1.21 |
| Premium: | 0.12 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.75 |
| Spread %: | 9.42% |
| Delta: | 0.74 |
| Theta: | -0.23 |
| Omega: | 2.57 |
| Rho: | 0.44 |
Quote data
| Open: | 7.900 |
|---|---|
| High: | 7.950 |
| Low: | 7.370 |
| Previous Close: | 8.100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +0.68% | ||
| 3 Months | +14.26% | ||
| YTD | +44.23% | ||
| 1 Year | +75.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 8.100 | 7.320 |
| 6M High / 6M Low: | 8.480 | 3.350 |
| High (YTD): | 2024-07-24 | 8.480 |
| Low (YTD): | 2024-04-18 | 3.350 |
| 52W High: | 2024-07-24 | 8.480 |
| 52W Low: | 2023-10-31 | 3.310 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 7.605 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.246 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.519 | |
| Avg. volume 1Y: | .066 | |
| Volatility 1M: | 78.39% | |
| Volatility 6M: | 117.06% | |
| Volatility 1Y: | 102.15% | |
| Volatility 3Y: | - |
