UC WAR. CALL 03/25 AMG/ DE000HD43P42 /
| 9/20/2024 9:41:19 PM | Chg.+0.120 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.150EUR | +1.99% | 6.100 Bid Size: 6,000 |
6.120 Ask Size: 6,000 |
AMGEN INC. DL-... | 280.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD43P4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/25/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.39 |
|---|---|
| Intrinsic value: | 2.22 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.21 |
| Parity: | 2.22 |
| Time value: | 3.90 |
| Break-even: | 341.20 |
| Moneyness: | 1.08 |
| Premium: | 0.13 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.02 |
| Spread %: | 0.33% |
| Delta: | 0.67 |
| Theta: | -0.14 |
| Omega: | 3.29 |
| Rho: | 0.69 |
Quote data
| Open: | 5.890 |
|---|---|
| High: | 6.180 |
| Low: | 5.890 |
| Previous Close: | 6.030 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.49% | ||
|---|---|---|---|
| 1 Month | +14.53% | ||
| 3 Months | +32.26% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.150 | 5.790 |
|---|---|---|
| 1M High / 1M Low: | 6.150 | 5.060 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.984 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.685 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 63.22% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
