UC WAR. CALL 01/26 AMG/ DE000HD28NB6 /
| 20/06/2024 15:42:01 | Chg.-0.1300 | Bid17:24:34 | Ask17:24:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4000EUR | -2.87% | 4.5900 Bid Size: 8,000 |
4.6100 Ask Size: 8,000 |
AMGEN INC. DL-... | 300.00 - | 14/01/2026 | Call |
Master data
| WKN: | HD28NB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 14/01/2026 |
| Issue date: | 29/01/2024 |
| Last trading day: | 13/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.22 |
| Parity: | -1.53 |
| Time value: | 4.54 |
| Break-even: | 345.40 |
| Moneyness: | 0.95 |
| Premium: | 0.21 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.06 |
| Spread %: | 1.34% |
| Delta: | 0.58 |
| Theta: | -0.05 |
| Omega: | 3.66 |
| Rho: | 1.89 |
Quote data
| Open: | 4.5300 |
|---|---|
| High: | 4.5300 |
| Low: | 4.4000 |
| Previous Close: | 4.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.84% | ||
|---|---|---|---|
| 1 Month | -15.55% | ||
| 3 Months | +61.76% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.5300 | 4.0800 |
|---|---|---|
| 1M High / 1M Low: | 5.3100 | 4.0800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.3240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.6035 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 64.22% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
