UniCredit Call 260 AMG 19.06.2024
/ DE000HC3BW95
UniCredit Call 260 AMG 19.06.2024/ DE000HC3BW95 /
2024-05-27 12:35:58 PM |
Chg.-0.010 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
2.250EUR |
-0.44% |
2.250 Bid Size: 6,000 |
2.270 Ask Size: 6,000 |
AMGEN INC. DL-... |
260.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC3BW9 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-01-23 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
12.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.31 |
Intrinsic value: |
2.20 |
Implied volatility: |
0.17 |
Historic volatility: |
0.23 |
Parity: |
2.20 |
Time value: |
0.07 |
Break-even: |
282.70 |
Moneyness: |
1.08 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.44% |
Delta: |
0.98 |
Theta: |
-0.04 |
Omega: |
12.13 |
Rho: |
0.16 |
Quote data
Open: |
2.220 |
High: |
2.250 |
Low: |
2.220 |
Previous Close: |
2.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.88% |
1 Month |
|
|
+99.12% |
3 Months |
|
|
+54.11% |
YTD |
|
|
+45.16% |
1 Year |
|
|
+400.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.290 |
2.260 |
1M High / 1M Low: |
2.290 |
1.270 |
6M High / 6M Low: |
2.290 |
0.940 |
High (YTD): |
2024-05-22 |
2.290 |
Low (YTD): |
2024-04-18 |
0.940 |
52W High: |
2024-05-22 |
2.290 |
52W Low: |
2023-06-12 |
0.400 |
Avg. price 1W: |
|
2.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.572 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.237 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
240.36% |
Volatility 6M: |
|
122.17% |
Volatility 1Y: |
|
125.77% |
Volatility 3Y: |
|
- |