UniCredit Call 270 AMG 19.06.2024
/ DE000HC3BWA4
UniCredit Call 270 AMG 19.06.2024/ DE000HC3BWA4 /
2024-06-06 8:14:51 PM |
Chg.-0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.21EUR |
-1.34% |
- Bid Size: - |
- Ask Size: - |
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: |
2.25 |
High: |
2.26 |
Low: |
2.21 |
Previous Close: |
2.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.79% |
1 Month |
|
|
+16.93% |
3 Months |
|
|
+130.21% |
YTD |
|
|
+63.70% |
1 Year |
|
|
+497.30% |
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: |
|
- |