UniCredit Call 260 AMG/ DE000HD4WEG2 /
24/05/2024 13:48:50 | Chg.- | Bid22:00:42 | Ask22:00:42 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.39EUR | - | - Bid Size: - |
- Ask Size: - |
AMGEN INC. DL-... | 260.00 - | 19/06/2024 | Call |
Master data
WKN: | HD4WEG |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 - |
Maturity: | 19/06/2024 |
Issue date: | 22/04/2024 |
Last trading day: | 24/05/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.54 |
Leverage: | Yes |
Calculated values
Fair value: | 2.24 |
---|---|
Intrinsic value: | 2.24 |
Implied volatility: | 5.44 |
Historic volatility: | 0.23 |
Parity: | 2.24 |
Time value: | 2.08 |
Break-even: | 303.20 |
Moneyness: | 1.09 |
Premium: | 0.07 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.67 |
Theta: | -14.63 |
Omega: | 4.36 |
Rho: | 0.00 |
Quote data
Open: | 4.39 |
---|---|
High: | 4.39 |
Low: | 4.39 |
Previous Close: | 4.57 |
Turnover: | 0.00 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -10.59% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 5.06 | 4.39 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 4.79 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 41.81% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |