UniCredit Call 220 AMG 18.06.2025
/ DE000HC7SXB5
UniCredit Call 220 AMG 18.06.2025/ DE000HC7SXB5 /
| 2024-06-14 7:36:47 PM |
Chg.-0.020 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.250EUR |
-0.24% |
8.300
Bid Size: 6,000 |
8.320
Ask Size: 6,000 |
AMGEN INC. DL-... |
220.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HC7SXB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.98 |
| Intrinsic value: |
5.90 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
5.90 |
| Time value: |
2.41 |
| Break-even: |
303.10 |
| Moneyness: |
1.27 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
2.70 |
| Rho: |
1.42 |
Quote data
| Open: |
8.260 |
| High: |
8.310 |
| Low: |
8.110 |
| Previous Close: |
8.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.92% |
| 1 Month |
|
|
-14.60% |
| 3 Months |
|
|
+34.15% |
| YTD |
|
|
+12.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.670 |
8.250 |
| 1M High / 1M Low: |
9.660 |
8.220 |
| 6M High / 6M Low: |
10.850 |
5.660 |
| High (YTD): |
2024-02-05 |
10.850 |
| Low (YTD): |
2024-04-18 |
5.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.928 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.784 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.37% |
| Volatility 6M: |
|
91.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
