UC WAR. CALL 03/25 AMG/ DE000HD43P59 /
| 6/25/2024 1:40:11 PM | Chg.+0.0700 | Bid2:04:28 PM | Ask2:04:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9500EUR | +1.80% | 3.9100 Bid Size: 4,000 |
3.9800 Ask Size: 4,000 |
AMGEN INC. DL-... | 300.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD43P5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/25/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.23 |
| Parity: | -0.36 |
| Time value: | 3.98 |
| Break-even: | 339.80 |
| Moneyness: | 0.99 |
| Premium: | 0.15 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.02 |
| Spread %: | 0.51% |
| Delta: | 0.58 |
| Theta: | -0.08 |
| Omega: | 4.33 |
| Rho: | 0.97 |
Quote data
| Open: | 3.9200 |
|---|---|
| High: | 3.9500 |
| Low: | 3.9200 |
| Previous Close: | 3.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.06% | ||
|---|---|---|---|
| 1 Month | +11.58% | ||
| 3 Months | +77.93% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8800 | 3.2900 |
|---|---|---|
| 1M High / 1M Low: | 3.8800 | 2.8700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3271 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.94% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
