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UniCredit Call 270 AMG 19.06.2024/  DE000HC3BWA4  /

EUWAX
2024-06-07  10:52:01 AM Chg.+0.03 Bid11:00:23 AM Ask11:00:23 AM Underlying Strike price Expiration date Option type
2.24EUR +1.36% 2.25
Bid Size: 6,000		 2.27
Ask Size: 6,000		 AMGEN INC. DL-... 270.00 - 2024-06-19 Call
 

Master data

WKN: HC3BWA
Issuer: UniCredit
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 2024-06-19
Issue date: 2023-01-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 12.59
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.07
Implied volatility: 0.82
Historic volatility: 0.22
Parity: 1.07
Time value: 1.16
Break-even: 292.30
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 2.44
Spread abs.: 0.01
Spread %: 0.45%
Delta: 0.63
Theta: -0.67
Omega: 7.99
Rho: 0.05
 

Quote data

Open: 2.24
High: 2.24
Low: 2.24
Previous Close: 2.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.19%
1 Month  
+18.52%
3 Months  
+133.33%
YTD  
+65.93%
1 Year  
+505.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.24 2.15
1M High / 1M Low: 2.24 1.89
6M High / 6M Low: 2.24 0.67
High (YTD): 2024-06-05 2.24
Low (YTD): 2024-04-18 0.67
52W High: 2024-06-05 2.24
52W Low: 2023-07-07 0.31
Avg. price 1W:   2.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.15
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   0.00
Avg. price 1Y:   1.12
Avg. volume 1Y:   0.00
Volatility 1M:   63.51%
Volatility 6M:   161.04%
Volatility 1Y:   147.65%
Volatility 3Y:   -