UC WAR. CALL 01/25 AMG/ DE000HC3VZ49 /
| 2024-06-14 9:40:35 PM | Chg.-0.020 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.850EUR | -0.25% | 7.880 Bid Size: 6,000 |
7.910 Ask Size: 6,000 |
AMGEN INC. DL-... | 220.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3VZ4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-07 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.48 |
|---|---|
| Intrinsic value: | 5.90 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.22 |
| Parity: | 5.90 |
| Time value: | 2.01 |
| Break-even: | 299.10 |
| Moneyness: | 1.27 |
| Premium: | 0.07 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 0.38% |
| Delta: | 0.80 |
| Theta: | -0.09 |
| Omega: | 2.82 |
| Rho: | 0.84 |
Quote data
| Open: | 7.870 |
|---|---|
| High: | 7.940 |
| Low: | 7.850 |
| Previous Close: | 7.870 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.54% | ||
|---|---|---|---|
| 1 Month | -16.13% | ||
| 3 Months | +38.94% | ||
| YTD | +10.41% | ||
| 1 Year | +143.03% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.340 | 7.850 |
|---|---|---|
| 1M High / 1M Low: | 9.360 | 7.790 |
| 6M High / 6M Low: | 10.180 | 5.190 |
| High (YTD): | 2024-02-02 | 10.180 |
| Low (YTD): | 2024-04-18 | 5.190 |
| 52W High: | 2024-02-02 | 10.180 |
| 52W Low: | 2023-07-07 | 2.680 |
| Avg. price 1W: | 8.020 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.531 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.418 | |
| Avg. volume 6M: | .161 | |
| Avg. price 1Y: | 6.235 | |
| Avg. volume 1Y: | .078 | |
| Volatility 1M: | 45.59% | |
| Volatility 6M: | 87.84% | |
| Volatility 1Y: | 83.75% | |
| Volatility 3Y: | - |
