UC WAR. CALL 01/25 AMG/ DE000HD21R79 /
| 2024-05-27 7:42:08 PM | Chg.0.0000 | Bid8:08:47 PM | Ask8:08:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | 0.00% | 0.3600 Bid Size: 10,000 |
0.4200 Ask Size: 10,000 |
AMGEN INC. DL-... | 420.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD21R7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 74.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | -13.80 |
| Time value: | 0.38 |
| Break-even: | 423.80 |
| Moneyness: | 0.67 |
| Premium: | 0.50 |
| Premium p.a.: | 0.89 |
| Spread abs.: | 0.02 |
| Spread %: | 5.56% |
| Delta: | 0.11 |
| Theta: | -0.03 |
| Omega: | 8.33 |
| Rho: | 0.18 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3800 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.52% | ||
|---|---|---|---|
| 1 Month | +291.75% | ||
| 3 Months | +153.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.1000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3763 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 950.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
