UC WAR. CALL 01/26 AMG/ DE000HD28ND2 /
| 9/27/2024 11:42:07 AM | Chg.-0.0200 | Bid12:19:03 PM | Ask12:19:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3300EUR | -1.48% | 1.3400 Bid Size: 8,000 |
1.4200 Ask Size: 8,000 |
AMGEN INC. DL-... | 400.00 - | 1/14/2026 | Call |
Master data
| WKN: | HD28ND |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 1/14/2026 |
| Issue date: | 1/29/2024 |
| Last trading day: | 1/13/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.22 |
| Parity: | -11.45 |
| Time value: | 1.38 |
| Break-even: | 413.80 |
| Moneyness: | 0.71 |
| Premium: | 0.45 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 1.47% |
| Delta: | 0.26 |
| Theta: | -0.04 |
| Omega: | 5.43 |
| Rho: | 0.79 |
Quote data
| Open: | 1.3000 |
|---|---|
| High: | 1.3300 |
| Low: | 1.3000 |
| Previous Close: | 1.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.09% | ||
|---|---|---|---|
| 1 Month | -21.76% | ||
| 3 Months | -15.29% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9300 | 1.2200 |
|---|---|---|
| 1M High / 1M Low: | 1.9400 | 1.2200 |
| 6M High / 6M Low: | 2.3800 | 0.7000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7361 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5640 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 129.90% | |
| Volatility 6M: | 167.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
