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UniCredit Call 350 AMG 15.01.2025/  DE000HC3JAQ9  /

Frankfurt Zert./HVB
2024-06-20  8:25:39 AM Chg.+0.040 Bid9:30:32 AM Ask9:30:32 AM Underlying Strike price Expiration date Option type
1.170EUR +3.54% 1.150
Bid Size: 4,000		 1.220
Ask Size: 4,000		 AMGEN INC. DL-... 350.00 - 2025-01-15 Call
 

Master data

WKN: HC3JAQ
Issuer: UniCredit
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2025-01-15
Issue date: 2023-01-26
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.55
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -6.51
Time value: 1.21
Break-even: 362.10
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 1.68%
Delta: 0.29
Theta: -0.07
Omega: 6.81
Rho: 0.40
 

Quote data

Open: 1.170
High: 1.170
Low: 1.170
Previous Close: 1.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.47%
1 Month
  -25.95%
3 Months  
+120.75%
YTD  
+13.59%
1 Year  
+317.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.940
1M High / 1M Low: 1.580 0.940
6M High / 6M Low: 2.200 0.440
High (YTD): 2024-02-02 2.200
Low (YTD): 2024-04-18 0.440
52W High: 2024-02-02 2.200
52W Low: 2023-07-07 0.180
Avg. price 1W:   1.042
Avg. volume 1W:   0.000
Avg. price 1M:   1.243
Avg. volume 1M:   0.000
Avg. price 6M:   1.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.854
Avg. volume 1Y:   0.000
Volatility 1M:   126.14%
Volatility 6M:   330.85%
Volatility 1Y:   264.13%
Volatility 3Y:   -