UC WAR. CALL 06/24 AMG/ DE000HC3JAD7 /
5/13/2024 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 - | 6/19/2024 | Call |
Master data
WKN: | HC3JAD |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 6/19/2024 |
Issue date: | 1/26/2023 |
Last trading day: | 5/13/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.23 |
Leverage: | Yes |
Calculated values
Fair value: | 3.28 |
---|---|
Intrinsic value: | 3.25 |
Implied volatility: | 1.70 |
Historic volatility: | 0.22 |
Parity: | 3.25 |
Time value: | 2.15 |
Break-even: | 304.00 |
Moneyness: | 1.13 |
Premium: | 0.08 |
Premium p.a.: | 5.79 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.70 |
Theta: | -1.18 |
Omega: | 3.68 |
Rho: | 0.06 |
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 | 0.00% | ||
---|---|---|---|
1 Month | +0.90% | ||
3 Months | +81.82% | ||
YTD | +33.97% | ||
1 Year | +370.59% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 5.920 | 4.700 |
6M High / 6M Low: | 7.150 | 1.940 |
High (YTD): | 2/2/2024 | 7.150 |
Low (YTD): | 4/18/2024 | 1.940 |
52W High: | 2/2/2024 | 7.150 |
52W Low: | 7/7/2023 | 0.960 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 5.317 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.954 | |
Avg. volume 6M: | .670 | |
Avg. price 1Y: | 3.152 | |
Avg. volume 1Y: | 1.108 | |
Volatility 1M: | 123.37% | |
Volatility 6M: | 183.02% | |
Volatility 1Y: | 158.81% | |
Volatility 3Y: | - |