UniCredit Call 155 AMZ 19.06.2024
/ DE000HC83L06
UniCredit Call 155 AMZ 19.06.2024/ DE000HC83L06 /
| 2024-06-03 11:26:18 AM |
Chg.+0.310 |
Bid11:38:49 AM |
Ask11:38:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.960EUR |
+3.58% |
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: |
8.940 |
| High: |
8.980 |
| Low: |
8.940 |
| Previous Close: |
8.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.99% |
| 1 Month |
|
|
+0.79% |
| 3 Months |
|
|
+23.93% |
| YTD |
|
|
+105.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.110 |
8.650 |
| 1M High / 1M Low: |
9.120 |
8.650 |
| 6M High / 6M Low: |
9.120 |
3.400 |
| High (YTD): |
2024-05-09 |
9.120 |
| Low (YTD): |
2024-01-05 |
3.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
17.95% |
| Volatility 6M: |
|
88.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
