UC WAR. CALL 12/24 AMG/ DE000HC3VZ31 /
| 19/06/2024 17:41:31 | Chg.-0.040 | Bid19/06/2024 | Ask19/06/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.330EUR | -0.48% | - Bid Size: 2,000 |
- Ask Size: 2,000 |
AMGEN INC. DL-... | 220.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC3VZ3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 07/02/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.95 |
|---|---|
| Intrinsic value: | 6.49 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.22 |
| Parity: | 6.49 |
| Time value: | 1.93 |
| Break-even: | 304.20 |
| Moneyness: | 1.30 |
| Premium: | 0.07 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 0.36% |
| Delta: | 0.81 |
| Theta: | -0.10 |
| Omega: | 2.74 |
| Rho: | 0.73 |
Quote data
| Open: | 8.370 |
|---|---|
| High: | 8.370 |
| Low: | 8.070 |
| Previous Close: | 8.370 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.25% | ||
|---|---|---|---|
| 1 Month | -7.65% | ||
| 3 Months | +48.75% | ||
| YTD | +18.66% | ||
| 1 Year | +161.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.370 | 7.730 |
|---|---|---|
| 1M High / 1M Low: | 9.220 | 7.630 |
| 6M High / 6M Low: | 10.150 | 5.060 |
| High (YTD): | 02/02/2024 | 10.150 |
| Low (YTD): | 18/04/2024 | 5.060 |
| 52W High: | 02/02/2024 | 10.150 |
| 52W Low: | 07/07/2023 | 2.590 |
| Avg. price 1W: | 7.974 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.324 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.335 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.164 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 53.14% | |
| Volatility 6M: | 90.59% | |
| Volatility 1Y: | 86.37% | |
| Volatility 3Y: | - |
