UC WAR. PUT 06/25 AMG/ DE000HD1QZ12 /
26/09/2024 21:41:11 | Chg.-0.1900 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9600EUR | -8.84% | 1.9300 Bid Size: 12,000 |
1.9500 Ask Size: 12,000 |
AMGEN INC. DL-... | 300.00 - | 18/06/2025 | Put |
Master data
WKN: | HD1QZ1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Put |
Strike price: | 300.00 - |
Maturity: | 18/06/2025 |
Issue date: | 08/01/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -13.01 |
Leverage: | Yes |
Calculated values
Fair value: | 2.78 |
---|---|
Intrinsic value: | 1.89 |
Implied volatility: | 0.15 |
Historic volatility: | 0.22 |
Parity: | 1.89 |
Time value: | 0.27 |
Break-even: | 278.40 |
Moneyness: | 1.07 |
Premium: | 0.01 |
Premium p.a.: | 0.01 |
Spread abs.: | 0.02 |
Spread %: | 0.93% |
Delta: | -0.60 |
Theta: | -0.01 |
Omega: | -7.76 |
Rho: | -1.37 |
Quote data
Open: | 2.0100 |
---|---|
High: | 2.0900 |
Low: | 1.9600 |
Previous Close: | 2.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +31.54% | ||
---|---|---|---|
1 Month | +10.73% | ||
3 Months | -12.50% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.1500 | 1.4900 |
---|---|---|
1M High / 1M Low: | 2.1500 | 1.4900 |
6M High / 6M Low: | 4.6700 | 1.4900 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.7540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7135 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.5322 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 137.92% | |
Volatility 6M: | 100.89% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |