UC WAR. PUT 12/25 AMG/ DE000HD1QZ20 /
2024-05-10 9:42:19 PM | Chg.+0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9400EUR | +1.73% | 3.0000 Bid Size: 12,000 |
3.0200 Ask Size: 12,000 |
AMGEN INC. DL-... | 300.00 - | 2025-12-17 | Put |
Master data
WKN: | HD1QZ2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Put |
Strike price: | 300.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-01-08 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -9.53 |
Leverage: | Yes |
Calculated values
Fair value: | 2.95 |
---|---|
Intrinsic value: | 1.21 |
Implied volatility: | 0.23 |
Historic volatility: | 0.23 |
Parity: | 1.21 |
Time value: | 1.81 |
Break-even: | 269.80 |
Moneyness: | 1.04 |
Premium: | 0.06 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 0.67% |
Delta: | -0.41 |
Theta: | -0.01 |
Omega: | -3.95 |
Rho: | -2.39 |
Quote data
Open: | 2.8900 |
---|---|
High: | 2.9400 |
Low: | 2.8900 |
Previous Close: | 2.8900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.18% | ||
---|---|---|---|
1 Month | -39.00% | ||
3 Months | -22.02% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.3200 | 2.8900 |
---|---|---|
1M High / 1M Low: | 4.9800 | 2.8900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.1060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.1311 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 110.28% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |