UniCredit Call 250 AMG 15.01.2025
/ DE000HC3JAN6
UniCredit Call 250 AMG 15.01.2025/ DE000HC3JAN6 /
| 2024-06-20 4:48:01 PM |
Chg.+0.07 |
Bid5:08:37 PM |
Ask5:08:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.14EUR |
+1.15% |
6.17
Bid Size: 6,000 |
6.19
Ask Size: 6,000 |
AMGEN INC. DL-... |
250.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HC3JAN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-01-26 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.44 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
3.47 |
| Time value: |
2.72 |
| Break-even: |
311.90 |
| Moneyness: |
1.14 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.12 |
| Spread %: |
1.98% |
| Delta: |
0.72 |
| Theta: |
-0.10 |
| Omega: |
3.33 |
| Rho: |
0.82 |
Quote data
| Open: |
6.14 |
| High: |
6.14 |
| Low: |
6.08 |
| Previous Close: |
6.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.23% |
| 1 Month |
|
|
-10.37% |
| 3 Months |
|
|
+64.61% |
| YTD |
|
|
+20.63% |
| 1 Year |
|
|
+208.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.09 |
5.44 |
| 1M High / 1M Low: |
6.90 |
5.44 |
| 6M High / 6M Low: |
7.79 |
3.35 |
| High (YTD): |
2024-02-01 |
7.79 |
| Low (YTD): |
2024-04-18 |
3.35 |
| 52W High: |
2024-02-01 |
7.79 |
| 52W Low: |
2023-07-07 |
1.56 |
| Avg. price 1W: |
|
5.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
71.73% |
| Volatility 6M: |
|
120.92% |
| Volatility 1Y: |
|
112.03% |
| Volatility 3Y: |
|
- |
