UC WAR. CALL 01/25 AMG/ DE000HC3JAP1 /
| 2024-09-20 9:42:25 PM | Chg.+0.1000 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5300EUR | +2.26% | 4.4800 Bid Size: 6,000 |
4.5000 Ask Size: 6,000 |
AMGEN INC. DL-... | 300.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3JAP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.73 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.21 |
| Parity: | 0.22 |
| Time value: | 4.28 |
| Break-even: | 345.00 |
| Moneyness: | 1.01 |
| Premium: | 0.14 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.02 |
| Spread %: | 0.45% |
| Delta: | 0.59 |
| Theta: | -0.19 |
| Omega: | 3.97 |
| Rho: | 0.42 |
Quote data
| Open: | 4.2900 |
|---|---|
| High: | 4.5500 |
| Low: | 4.2900 |
| Previous Close: | 4.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.35% | ||
|---|---|---|---|
| 1 Month | +18.59% | ||
| 3 Months | +42.90% | ||
| YTD | +76.95% | ||
| 1 Year | +131.12% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.5300 | 4.1800 |
|---|---|---|
| 1M High / 1M Low: | 4.5300 | 3.5700 |
| 6M High / 6M Low: | 4.8800 | 1.3400 |
| High (YTD): | 2024-07-24 | 4.8800 |
| Low (YTD): | 2024-04-18 | 1.3400 |
| 52W High: | 2024-07-24 | 4.8800 |
| 52W Low: | 2024-04-18 | 1.3400 |
| Avg. price 1W: | 4.3740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0945 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2832 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.8417 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 77.16% | |
| Volatility 6M: | 178.96% | |
| Volatility 1Y: | 152.17% | |
| Volatility 3Y: | - |
