UniCredit Call 220 AMG 18.12.2024
/ DE000HC3VZ31
UniCredit Call 220 AMG 18.12.2024/ DE000HC3VZ31 /
21/06/2024 19:41:34 |
Chg.+0.130 |
Bid21:59:35 |
Ask21:59:35 |
Underlying |
Strike price |
Expiration date |
Option type |
8.780EUR |
+1.50% |
8.640 Bid Size: 4,000 |
8.670 Ask Size: 4,000 |
AMGEN INC. DL-... |
220.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC3VZ3 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
18/12/2024 |
Issue date: |
07/02/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.26 |
Intrinsic value: |
6.82 |
Implied volatility: |
0.59 |
Historic volatility: |
0.23 |
Parity: |
6.82 |
Time value: |
1.85 |
Break-even: |
306.70 |
Moneyness: |
1.31 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
0.35% |
Delta: |
0.82 |
Theta: |
-0.10 |
Omega: |
2.72 |
Rho: |
0.73 |
Quote data
Open: |
8.730 |
High: |
9.020 |
Low: |
8.690 |
Previous Close: |
8.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.88% |
1 Month |
|
|
-2.98% |
3 Months |
|
|
+47.56% |
YTD |
|
|
+26.15% |
1 Year |
|
|
+178.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.780 |
8.040 |
1M High / 1M Low: |
9.050 |
7.640 |
6M High / 6M Low: |
10.530 |
5.030 |
High (YTD): |
05/02/2024 |
10.530 |
Low (YTD): |
18/04/2024 |
5.030 |
52W High: |
05/02/2024 |
10.530 |
52W Low: |
07/07/2023 |
2.570 |
Avg. price 1W: |
|
8.416 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.286 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.387 |
Avg. volume 6M: |
|
24 |
Avg. price 1Y: |
|
6.224 |
Avg. volume 1Y: |
|
11.719 |
Volatility 1M: |
|
51.39% |
Volatility 6M: |
|
102.14% |
Volatility 1Y: |
|
92.26% |
Volatility 3Y: |
|
- |