UniCredit Call 280 AMG 18.12.2024
/ DE000HC8PTE1
UniCredit Call 280 AMG 18.12.2024/ DE000HC8PTE1 /
| 6/21/2024 7:31:34 PM |
Chg.+0.030 |
Bid9:57:56 PM |
Ask9:57:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+2.00% |
1.510
Bid Size: 25,000 |
1.520
Ask Size: 25,000 |
AMGEN INC. DL-... |
280.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC8PTE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
8/15/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.23 |
| Parity: |
0.82 |
| Time value: |
0.70 |
| Break-even: |
295.20 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
15.00 |
| Rho: |
1.04 |
Quote data
| Open: |
1.490 |
| High: |
1.540 |
| Low: |
1.490 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.87% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+48.54% |
| YTD |
|
|
+25.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.450 |
| 1M High / 1M Low: |
1.530 |
1.350 |
| 6M High / 6M Low: |
1.640 |
0.840 |
| High (YTD): |
2/2/2024 |
1.640 |
| Low (YTD): |
4/18/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.274 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.38% |
| Volatility 6M: |
|
96.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
