UniCredit Call 260 AMG 19.06.2024
/ DE000HD4WEG2
UniCredit Call 260 AMG 19.06.2024/ DE000HD4WEG2 /
| 5/16/2024 1:52:49 PM |
Chg.-0.12 |
Bid5/16/2024 |
Ask5/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.33EUR |
-2.20% |
5.33
Bid Size: 3,000 |
-
Ask Size: - |
AMGEN INC. DL-... |
260.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD4WEG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.22 |
| Parity: |
3.30 |
| Time value: |
2.15 |
| Break-even: |
314.50 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.05 |
| Spread %: |
0.93% |
| Delta: |
0.71 |
| Theta: |
-0.49 |
| Omega: |
3.80 |
| Rho: |
0.14 |
Quote data
| Open: |
5.32 |
| High: |
5.33 |
| Low: |
5.32 |
| Previous Close: |
5.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.45 |
4.42 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
