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UniCredit Call 220 AMG 18.12.2024/  DE000HC3VZ31  /

Frankfurt Zert./HVB
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:   -