UC WAR. CALL 01/26 AMG/ DE000HD28ND2 /
2024-05-27 11:40:51 AM | Chg.-0.0700 | Bid12:25:18 PM | Ask12:25:18 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5300EUR | -4.38% | 1.5100 Bid Size: 8,000 |
1.5700 Ask Size: 8,000 |
AMGEN INC. DL-... | 400.00 - | 2026-01-14 | Call |
Master data
WKN: | HD28ND |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-01-29 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 17.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.78 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.23 |
Parity: | -11.80 |
Time value: | 1.60 |
Break-even: | 416.00 |
Moneyness: | 0.70 |
Premium: | 0.48 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.02 |
Spread %: | 1.27% |
Delta: | 0.29 |
Theta: | -0.04 |
Omega: | 5.05 |
Rho: | 1.06 |
Quote data
Open: | 1.6000 |
---|---|
High: | 1.6000 |
Low: | 1.5300 |
Previous Close: | 1.6000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.39% | ||
---|---|---|---|
1 Month | +91.25% | ||
3 Months | +80.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.8500 | 1.6000 |
---|---|---|
1M High / 1M Low: | 2.0100 | 0.8200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.7340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5684 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 337.24% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |