UniCredit Call 300 AMG 15.01.2025
/ DE000HC3JAP1
UniCredit Call 300 AMG 15.01.2025/ DE000HC3JAP1 /
| 2024-09-23 8:46:00 AM |
Chg.-0.06 |
Bid9:33:39 AM |
Ask9:33:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.45EUR |
-1.33% |
4.41
Bid Size: 2,000 |
4.51
Ask Size: 2,000 |
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: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.21 |
| Parity: |
0.23 |
| Time value: |
4.27 |
| Break-even: |
345.00 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.59 |
| Theta: |
-0.20 |
| Omega: |
3.97 |
| Rho: |
0.42 |
Quote data
| Open: |
4.45 |
| High: |
4.45 |
| Low: |
4.45 |
| Previous Close: |
4.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.83% |
| 1 Month |
|
|
+7.49% |
| 3 Months |
|
|
+40.82% |
| YTD |
|
|
+76.59% |
| 1 Year |
|
|
+127.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.51 |
4.21 |
| 1M High / 1M Low: |
4.51 |
3.53 |
| 6M High / 6M Low: |
4.87 |
1.33 |
| High (YTD): |
2024-07-24 |
4.87 |
| Low (YTD): |
2024-04-18 |
1.33 |
| 52W High: |
2024-07-24 |
4.87 |
| 52W Low: |
2024-04-18 |
1.33 |
| Avg. price 1W: |
|
4.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
75.13% |
| Volatility 6M: |
|
195.21% |
| Volatility 1Y: |
|
164.37% |
| Volatility 3Y: |
|
- |
