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UniCredit Call 220 AMG 18.12.2024/  DE000HC3VZ31  /

Frankfurt Zert./HVB
6/14/2024  7:34:53 PM Chg.-0.020 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
7.710EUR -0.26% 7.750
Bid Size: 6,000		 7.780
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: 3.59
Leverage: Yes

Calculated values

Fair value: 6.39
Intrinsic value: 5.90
Implied volatility: 0.55
Historic volatility: 0.22
Parity: 5.90
Time value: 1.88
Break-even: 297.80
Moneyness: 1.27
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.39%
Delta: 0.80
Theta: -0.10
Omega: 2.87
Rho: 0.74
 

Quote data

Open: 7.680
High: 7.810
Low: 7.590
Previous Close: 7.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month
  -14.81%
3 Months  
+36.94%
YTD  
+10.78%
1 Year  
+139.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.170 7.710
1M High / 1M Low: 9.110 7.640
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: 7/7/2023 2.570
Avg. price 1W:   7.878
Avg. volume 1W:   0.000
Avg. price 1M:   8.368
Avg. volume 1M:   0.000
Avg. price 6M:   7.308
Avg. volume 6M:   24.194
Avg. price 1Y:   6.145
Avg. volume 1Y:   11.811
Volatility 1M:   45.14%
Volatility 6M:   103.11%
Volatility 1Y:   92.53%
Volatility 3Y:   -