UC WAR. CALL 06/24 AMG/ DE000HC3JAD7 /
| 2024-05-13 11:40:20 AM | Chg.- | Bid1:04:37 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.600EUR | - | 5.630 Bid Size: 3,000 |
- Ask Size: - |
AMGEN INC. DL-... | 250.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3JAD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.40 |
|---|---|
| Intrinsic value: | 4.30 |
| Implied volatility: | 0.88 |
| Historic volatility: | 0.22 |
| Parity: | 4.30 |
| Time value: | 1.30 |
| Break-even: | 306.00 |
| Moneyness: | 1.17 |
| Premium: | 0.04 |
| Premium p.a.: | 0.59 |
| Spread abs.: | 0.20 |
| Spread %: | 3.70% |
| Delta: | 0.77 |
| Theta: | -0.37 |
| Omega: | 4.03 |
| Rho: | 0.16 |
Quote data
| Open: | 5.530 |
|---|---|
| High: | 5.600 |
| Low: | 5.520 |
| Previous Close: | 5.740 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.41% | ||
|---|---|---|---|
| 1 Month | +161.68% | ||
| 3 Months | +45.45% | ||
| YTD | +33.97% | ||
| 1 Year | +280.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.920 | 5.600 |
|---|---|---|
| 1M High / 1M Low: | 5.920 | 1.940 |
| 6M High / 6M Low: | 7.150 | 1.940 |
| High (YTD): | 2024-02-02 | 7.150 |
| Low (YTD): | 2024-04-18 | 1.940 |
| 52W High: | 2024-02-02 | 7.150 |
| 52W Low: | 2023-07-07 | 0.960 |
| Avg. price 1W: | 5.753 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.495 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.844 | |
| Avg. volume 6M: | .598 | |
| Avg. price 1Y: | 3.046 | |
| Avg. volume 1Y: | 1.047 | |
| Volatility 1M: | 362.49% | |
| Volatility 6M: | 174.82% | |
| Volatility 1Y: | 157.96% | |
| Volatility 3Y: | - |
