UniCredit Call 220 AMG 18.12.2024
/ DE000HC3VZ31
UniCredit Call 220 AMG 18.12.2024/ DE000HC3VZ31 /
| 2024-06-20 4:22:26 PM |
Chg.+0.28 |
Bid6:06:24 PM |
Ask6:06:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.55EUR |
+3.39% |
8.55
Bid Size: 4,000 |
8.58
Ask Size: 4,000 |
AMGEN INC. DL-... |
220.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC3VZ3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-02-07 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.93 |
| Intrinsic value: |
6.47 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.22 |
| Parity: |
6.47 |
| Time value: |
2.05 |
| Break-even: |
305.20 |
| Moneyness: |
1.29 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.25 |
| Spread %: |
3.02% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
2.69 |
| Rho: |
0.71 |
Quote data
| Open: |
8.37 |
| High: |
8.55 |
| Low: |
8.31 |
| Previous Close: |
8.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.32% |
| 1 Month |
|
|
-5.73% |
| 3 Months |
|
|
+53.23% |
| YTD |
|
|
+21.97% |
| 1 Year |
|
|
+163.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.36 |
7.61 |
| 1M High / 1M Low: |
9.10 |
7.61 |
| 6M High / 6M Low: |
10.05 |
5.04 |
| High (YTD): |
2024-02-05 |
10.05 |
| Low (YTD): |
2024-04-18 |
5.04 |
| 52W High: |
2024-02-05 |
10.05 |
| 52W Low: |
2023-07-07 |
2.60 |
| Avg. price 1W: |
|
7.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.18 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
59.37% |
| Volatility 6M: |
|
92.43% |
| Volatility 1Y: |
|
87.44% |
| Volatility 3Y: |
|
- |
