UniCredit Call 300 AMG 18.12.2024
/ DE000HC8K4F6
UniCredit Call 300 AMG 18.12.2024/ DE000HC8K4F6 /
2024-09-26 4:04:14 PM |
Chg.+0.030 |
Bid4:04:57 PM |
Ask4:04:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.290EUR |
+2.38% |
1.280 Bid Size: 25,000 |
1.300 Ask Size: 25,000 |
AMGEN INC. DL-... |
300.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC8K4F |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-08-10 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
22.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.22 |
Parity: |
-1.89 |
Time value: |
1.25 |
Break-even: |
312.50 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.02 |
Spread %: |
1.63% |
Delta: |
0.40 |
Theta: |
-0.12 |
Omega: |
9.02 |
Rho: |
0.23 |
Quote data
Open: |
1.240 |
High: |
1.290 |
Low: |
1.210 |
Previous Close: |
1.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.88% |
1 Month |
|
|
-11.03% |
3 Months |
|
|
+1.57% |
YTD |
|
|
+34.38% |
1 Year |
|
|
+57.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.610 |
1.260 |
1M High / 1M Low: |
1.610 |
1.260 |
6M High / 6M Low: |
1.610 |
0.590 |
High (YTD): |
2024-09-20 |
1.610 |
Low (YTD): |
2024-04-18 |
0.590 |
52W High: |
2024-09-20 |
1.610 |
52W Low: |
2024-04-18 |
0.590 |
Avg. price 1W: |
|
1.516 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.512 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.226 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.069 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
75.45% |
Volatility 6M: |
|
135.11% |
Volatility 1Y: |
|
113.22% |
Volatility 3Y: |
|
- |