UniCredit Call 280 AMG 19.03.2025
/ DE000HD43P42
UniCredit Call 280 AMG 19.03.2025/ DE000HD43P42 /
| 2024-09-20 7:41:09 PM |
Chg.+0.120 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.180EUR |
+1.98% |
6.100
Bid Size: 6,000 |
6.120
Ask Size: 6,000 |
AMGEN INC. DL-... |
280.00 - |
2025-03-19 |
Call |
Master data
| WKN: |
HD43P4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
2025-03-19 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.21 |
| Parity: |
2.22 |
| Time value: |
3.90 |
| Break-even: |
341.20 |
| Moneyness: |
1.08 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
0.67 |
| Theta: |
-0.14 |
| Omega: |
3.29 |
| Rho: |
0.69 |
Quote data
| Open: |
5.940 |
| High: |
6.180 |
| Low: |
5.940 |
| Previous Close: |
6.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.10% |
| 1 Month |
|
|
+15.73% |
| 3 Months |
|
|
+34.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.180 |
5.810 |
| 1M High / 1M Low: |
6.180 |
5.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
