UC DIS.CERT. 06/24 CALL AMZ
/ DE000HC83L06
UC DIS.CERT. 06/24 CALL AMZ/ DE000HC83L06 /
2024-06-03 9:46:02 AM |
Chg.+0.260 |
Bid11:38:49 AM |
Ask11:38:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
8.960EUR |
+2.99% |
8.970 Bid Size: 3,000 |
9.010 Ask Size: 3,000 |
AMAZON.COM INC. D... |
155.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC83L0 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMAZON.COM INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-07-18 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
18.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.64 |
Intrinsic value: |
7.58 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
7.58 |
Time value: |
1.28 |
Break-even: |
163.86 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
0.34% |
Delta: |
0.81 |
Theta: |
-0.09 |
Omega: |
14.85 |
Rho: |
0.05 |
Quote data
Open: |
8.960 |
High: |
8.960 |
Low: |
8.960 |
Previous Close: |
8.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.21% |
1 Month |
|
|
+0.45% |
3 Months |
|
|
+23.42% |
YTD |
|
|
+103.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.130 |
8.700 |
1M High / 1M Low: |
9.130 |
8.700 |
6M High / 6M Low: |
9.130 |
3.410 |
High (YTD): |
2024-05-29 |
9.130 |
Low (YTD): |
2024-01-05 |
3.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.984 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.532 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
15.44% |
Volatility 6M: |
|
85.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |