UniCredit Call 220 AMG 18.12.2024
/ DE000HC3VZ31
UniCredit Call 220 AMG 18.12.2024/ DE000HC3VZ31 /
| 5/24/2024 8:17:44 PM |
Chg.-0.18 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.45EUR |
-2.09% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.91 |
| Intrinsic value: |
6.35 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.23 |
| Parity: |
6.35 |
| Time value: |
2.17 |
| Break-even: |
305.20 |
| Moneyness: |
1.29 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.35% |
| Delta: |
0.80 |
| Theta: |
-0.10 |
| Omega: |
2.67 |
| Rho: |
0.81 |
Quote data
| Open: |
8.46 |
| High: |
8.50 |
| Low: |
8.30 |
| Previous Close: |
8.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.01% |
| 1 Month |
|
|
+54.76% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
+20.54% |
| 1 Year |
|
|
+228.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.10 |
8.63 |
| 1M High / 1M Low: |
9.46 |
5.45 |
| 6M High / 6M Low: |
10.05 |
5.04 |
| High (YTD): |
2/5/2024 |
10.05 |
| Low (YTD): |
4/18/2024 |
5.04 |
| 52W High: |
2/5/2024 |
10.05 |
| 52W Low: |
6/1/2023 |
2.35 |
| Avg. price 1W: |
|
8.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
175.98% |
| Volatility 6M: |
|
92.01% |
| Volatility 1Y: |
|
90.39% |
| Volatility 3Y: |
|
- |
