UC WAR. CALL 03/25 AMG/ DE000HD43P42 /
| 2024-05-23 7:41:06 PM | Chg.-0.1600 | Bid9:16:03 PM | Ask9:16:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8100EUR | -3.22% | 4.6800 Bid Size: 6,000 |
4.7000 Ask Size: 6,000 |
AMGEN INC. DL-... | 280.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD43P4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.06 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.23 |
| Parity: | 0.58 |
| Time value: | 4.33 |
| Break-even: | 329.10 |
| Moneyness: | 1.02 |
| Premium: | 0.15 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.09 |
| Spread %: | 1.87% |
| Delta: | 0.63 |
| Theta: | -0.08 |
| Omega: | 3.65 |
| Rho: | 1.07 |
Quote data
| Open: | 4.9600 |
|---|---|
| High: | 4.9600 |
| Low: | 4.7100 |
| Previous Close: | 4.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.68% | ||
|---|---|---|---|
| 1 Month | +78.81% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.2100 | 4.9700 |
|---|---|---|
| 1M High / 1M Low: | 5.4200 | 2.4300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.1080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.1557 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 272.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
