UC WAR. CALL 12/24 AMG/ DE000HC3JAL0 /
| 2024-09-20 9:41:34 PM | Chg.+0.0700 | Bid9:58:17 PM | Ask9:58:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | +4.52% | 1.5800 Bid Size: 10,000 |
1.6000 Ask Size: 10,000 |
AMGEN INC. DL-... | 350.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3JAL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.21 |
| Parity: | -4.78 |
| Time value: | 1.60 |
| Break-even: | 366.00 |
| Moneyness: | 0.86 |
| Premium: | 0.21 |
| Premium p.a.: | 1.21 |
| Spread abs.: | 0.02 |
| Spread %: | 1.27% |
| Delta: | 0.35 |
| Theta: | -0.17 |
| Omega: | 6.53 |
| Rho: | 0.21 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.6200 |
| Low: | 1.4300 |
| Previous Close: | 1.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.46% | ||
|---|---|---|---|
| 1 Month | +24.62% | ||
| 3 Months | +44.64% | ||
| YTD | +70.53% | ||
| 1 Year | +128.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6200 | 1.4300 |
|---|---|---|
| 1M High / 1M Low: | 1.6200 | 1.1600 |
| 6M High / 6M Low: | 2.1500 | 0.3600 |
| High (YTD): | 2024-07-26 | 2.1500 |
| Low (YTD): | 2024-04-18 | 0.3600 |
| 52W High: | 2024-07-26 | 2.1500 |
| 52W Low: | 2024-04-18 | 0.3600 |
| Avg. price 1W: | 1.5400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4214 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1509 | |
| Avg. volume 6M: | 156.2500 | |
| Avg. price 1Y: | 1.0258 | |
| Avg. volume 1Y: | 78.4314 | |
| Volatility 1M: | 117.42% | |
| Volatility 6M: | 293.96% | |
| Volatility 1Y: | 238.80% | |
| Volatility 3Y: | - |
