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UniCredit Call 220 AMG 18.12.2024/  DE000HC3VZ31  /

Frankfurt Zert./HVB
5/24/2024  7:32:54 PM Chg.-0.270 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
8.520EUR -3.07% 8.410
Bid Size: 6,000		 8.440
Ask Size: 6,000		 AMGEN INC. DL-... 220.00 - 12/18/2024 Call
 

Master data

WKN: HC3VZ3
Issuer: UniCredit
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 12/18/2024
Issue date: 2/7/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 6.76
Intrinsic value: 6.20
Implied volatility: 0.59
Historic volatility: 0.22
Parity: 6.20
Time value: 2.25
Break-even: 304.50
Moneyness: 1.28
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 0.36%
Delta: 0.80
Theta: -0.10
Omega: 2.66
Rho: 0.80
 

Quote data

Open: 8.460
High: 8.520
Low: 8.260
Previous Close: 8.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.86%
1 Month  
+59.85%
3 Months  
+18.83%
YTD  
+22.41%
1 Year  
+234.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.110 8.520
1M High / 1M Low: 9.470 5.330
6M High / 6M Low: 10.530 5.030
High (YTD): 2/5/2024 10.530
Low (YTD): 4/18/2024 5.030
52W High: 2/5/2024 10.530
52W Low: 6/1/2023 2.350
Avg. price 1W:   8.908
Avg. volume 1W:   0.000
Avg. price 1M:   8.049
Avg. volume 1M:   0.000
Avg. price 6M:   7.036
Avg. volume 6M:   24.194
Avg. price 1Y:   5.799
Avg. volume 1Y:   11.719
Volatility 1M:   199.47%
Volatility 6M:   102.48%
Volatility 1Y:   95.10%
Volatility 3Y:   -