OverviewChartNewsTraderScreen

UniCredit Call 300 AMG 15.01.2025/  DE000HC3JAP1  /

Frankfurt Zert./HVB
2024-06-20  7:30:26 PM Chg.+0.180 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
3.100EUR +6.16% 3.190
Bid Size: 8,000		 3.210
Ask Size: 8,000		 AMGEN INC. DL-... 300.00 - 2025-01-15 Call
 

Master data

WKN: HC3JAP
Issuer: UniCredit
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2025-01-15
Issue date: 2023-01-26
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.37
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.22
Parity: -1.53
Time value: 3.04
Break-even: 330.40
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.30
Spread abs.: 0.12
Spread %: 4.11%
Delta: 0.52
Theta: -0.09
Omega: 4.86
Rho: 0.67
 

Quote data

Open: 2.980
High: 3.120
Low: 2.900
Previous Close: 2.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.09%
1 Month
  -15.07%
3 Months  
+101.30%
YTD  
+24.50%
1 Year  
+292.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.920 2.550
1M High / 1M Low: 3.650 2.550
6M High / 6M Low: 4.480 1.320
High (YTD): 2024-02-02 4.480
Low (YTD): 2024-04-18 1.320
52W High: 2024-02-02 4.480
52W Low: 2023-07-07 0.550
Avg. price 1W:   2.740
Avg. volume 1W:   0.000
Avg. price 1M:   3.040
Avg. volume 1M:   0.000
Avg. price 6M:   2.604
Avg. volume 6M:   0.000
Avg. price 1Y:   2.087
Avg. volume 1Y:   0.000
Volatility 1M:   87.90%
Volatility 6M:   210.64%
Volatility 1Y:   177.70%
Volatility 3Y:   -