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UniCredit Call 270 AMG 19.06.2024/  DE000HC3BWA4  /

Frankfurt Zert./HVB
2024-06-06  7:27:42 PM Chg.0.000 Bid9:54:40 PM Ask9:54:40 PM Underlying Strike price Expiration date Option type
2.240EUR 0.00% 2.220
Bid Size: 20,000		 2.230
Ask Size: 20,000		 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: 12.62
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.27
Implied volatility: 0.72
Historic volatility: 0.22
Parity: 1.27
Time value: 0.97
Break-even: 292.40
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 1.58
Spread abs.: 0.02
Spread %: 0.90%
Delta: 0.66
Theta: -0.56
Omega: 8.34
Rho: 0.06
 

Quote data

Open: 2.230
High: 2.260
Low: 2.230
Previous Close: 2.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.66%
1 Month  
+18.52%
3 Months  
+98.23%
YTD  
+64.71%
1 Year  
+522.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.240 2.120
1M High / 1M Low: 2.260 1.890
6M High / 6M Low: 2.260 0.670
High (YTD): 2024-05-22 2.260
Low (YTD): 2024-04-18 0.670
52W High: 2024-05-22 2.260
52W Low: 2023-07-07 0.310
Avg. price 1W:   2.184
Avg. volume 1W:   0.000
Avg. price 1M:   2.143
Avg. volume 1M:   0.000
Avg. price 6M:   1.435
Avg. volume 6M:   0.000
Avg. price 1Y:   1.108
Avg. volume 1Y:   0.000
Volatility 1M:   60.62%
Volatility 6M:   177.95%
Volatility 1Y:   155.14%
Volatility 3Y:   -