UniCredit Call 250 AMG 19.06.2024
/ DE000HC3JAD7
UniCredit Call 250 AMG 19.06.2024/ DE000HC3JAD7 /
| 2024-05-13 1:07:25 PM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.63EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
250.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC3JAD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-26 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
4.30 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.22 |
| Parity: |
4.30 |
| Time value: |
1.30 |
| Break-even: |
306.00 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.20 |
| Spread %: |
3.70% |
| Delta: |
0.77 |
| Theta: |
-0.37 |
| Omega: |
4.03 |
| Rho: |
0.16 |
Quote data
| Open: |
5.83 |
| High: |
5.92 |
| Low: |
5.53 |
| Previous Close: |
5.60 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.58% |
| 1 Month |
|
|
+165.57% |
| 3 Months |
|
|
+41.46% |
| YTD |
|
|
+35.34% |
| 1 Year |
|
|
+265.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.90 |
5.60 |
| 1M High / 1M Low: |
5.90 |
1.94 |
| 6M High / 6M Low: |
7.13 |
1.94 |
| High (YTD): |
2024-02-01 |
7.13 |
| Low (YTD): |
2024-04-18 |
1.94 |
| 52W High: |
2024-02-01 |
7.13 |
| 52W Low: |
2023-06-01 |
0.92 |
| Avg. price 1W: |
|
5.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
388.76% |
| Volatility 6M: |
|
181.89% |
| Volatility 1Y: |
|
166.92% |
| Volatility 3Y: |
|
- |
