UC WAR. CALL 01/25 AMG/ DE000HD21R79 /
| 20/09/2024 21:41:33 | Chg.+0.0100 | Bid21:44:30 | Ask21:44:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | +3.13% | 0.3200 Bid Size: 12,000 |
0.3400 Ask Size: 12,000 |
AMGEN INC. DL-... | 420.00 - | 15/01/2025 | Call |
Master data
| WKN: | HD21R7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 23/01/2024 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 88.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.21 |
| Parity: | -11.78 |
| Time value: | 0.34 |
| Break-even: | 423.40 |
| Moneyness: | 0.72 |
| Premium: | 0.40 |
| Premium p.a.: | 1.89 |
| Spread abs.: | 0.02 |
| Spread %: | 6.25% |
| Delta: | 0.11 |
| Theta: | -0.06 |
| Omega: | 9.68 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.3300 |
| Low: | 0.2300 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.00% | ||
|---|---|---|---|
| 1 Month | +10.00% | ||
| 3 Months | 0.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2400 |
| 6M High / 6M Low: | 0.6200 | 0.0970 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2959 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3166 | |
| Avg. volume 6M: | 3.6016 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 143.40% | |
| Volatility 6M: | 404.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
