UniCredit Call 260 AMG 19.06.2024
/ DE000HC3BW95
UniCredit Call 260 AMG 19.06.2024/ DE000HC3BW95 /
| 2024-05-27 3:44:40 PM |
Chg.+0.02 |
Bid3:54:57 PM |
Ask3:54:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+0.88% |
2.27
Bid Size: 10,000 |
2.29
Ask Size: 10,000 |
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: |
2.24 |
| High: |
2.28 |
| Low: |
2.24 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.44% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+58.33% |
| YTD |
|
|
+48.05% |
| 1 Year |
|
|
+406.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.26 |
| 1M High / 1M Low: |
2.28 |
1.26 |
| 6M High / 6M Low: |
2.28 |
0.95 |
| High (YTD): |
2024-05-22 |
2.28 |
| Low (YTD): |
2024-04-18 |
0.95 |
| 52W High: |
2024-05-22 |
2.28 |
| 52W Low: |
2023-06-12 |
0.40 |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
205.22% |
| Volatility 6M: |
|
110.75% |
| Volatility 1Y: |
|
117.60% |
| Volatility 3Y: |
|
- |
