UniCredit Call 300 AMG 18.12.2024
/ DE000HC8K4F6
UniCredit Call 300 AMG 18.12.2024/ DE000HC8K4F6 /
9/24/2024 2:46:28 PM |
Chg.-0.02 |
Bid5:18:55 PM |
Ask5:18:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.56EUR |
-1.27% |
1.56 Bid Size: 25,000 |
1.58 Ask Size: 25,000 |
AMGEN INC. DL-... |
300.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC8K4F |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
12/18/2024 |
Issue date: |
8/10/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
18.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.47 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
0.21 |
Time value: |
1.39 |
Break-even: |
316.00 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
1.27% |
Delta: |
0.57 |
Theta: |
-0.09 |
Omega: |
10.83 |
Rho: |
0.37 |
Quote data
Open: |
1.55 |
High: |
1.56 |
Low: |
1.55 |
Previous Close: |
1.58 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.96% |
1 Month |
|
|
+4.00% |
3 Months |
|
|
+19.08% |
YTD |
|
|
+62.50% |
1 Year |
|
|
+95.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.61 |
1.53 |
1M High / 1M Low: |
1.61 |
1.39 |
6M High / 6M Low: |
1.61 |
0.59 |
High (YTD): |
9/19/2024 |
1.61 |
Low (YTD): |
4/18/2024 |
0.59 |
52W High: |
9/19/2024 |
1.61 |
52W Low: |
4/18/2024 |
0.59 |
Avg. price 1W: |
|
1.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.06 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
40.80% |
Volatility 6M: |
|
127.05% |
Volatility 1Y: |
|
109.19% |
Volatility 3Y: |
|
- |