UniCredit Call 300 AMG 18.09.2024
/ DE000HC9CX22
UniCredit Call 300 AMG 18.09.2024/ DE000HC9CX22 /
| 2024-06-20 10:20:32 AM |
Chg.-0.06 |
Bid12:05:19 PM |
Ask12:05:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-5.50% |
1.06
Bid Size: 8,000 |
1.13
Ask Size: 8,000 |
AMGEN INC. DL-... |
300.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9CX2 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-1.53 |
| Time value: |
1.11 |
| Break-even: |
311.10 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.41 |
| Theta: |
-0.10 |
| Omega: |
10.49 |
| Rho: |
0.26 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.44% |
| 1 Month |
|
|
-23.70% |
| 3 Months |
|
|
+87.27% |
| YTD |
|
|
+17.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.87 |
| 1M High / 1M Low: |
1.35 |
0.87 |
| 6M High / 6M Low: |
1.50 |
0.45 |
| High (YTD): |
2024-02-02 |
1.50 |
| Low (YTD): |
2024-04-18 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.87% |
| Volatility 6M: |
|
191.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
