UC DIS.CERT. 06/24 CALL AMG
/ DE000HC3BWA4
UC DIS.CERT. 06/24 CALL AMG/ DE000HC3BWA4 /
2024-04-26 9:46:19 PM |
Chg.+0.0100 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.8400EUR |
+1.20% |
0.8400 Bid Size: 20,000 |
0.8500 Ask Size: 20,000 |
Amgen Inc |
270.00 USD |
2024-06-19 |
Call |
Master data
WKN: |
HC3BWA |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 USD |
Maturity: |
2024-06-19 |
Issue date: |
2023-01-23 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
29.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-0.06 |
Time value: |
0.85 |
Break-even: |
261.00 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
1.19% |
Delta: |
0.53 |
Theta: |
-0.09 |
Omega: |
15.78 |
Rho: |
0.18 |
Quote data
Open: |
0.8300 |
High: |
0.8700 |
Low: |
0.7400 |
Previous Close: |
0.8300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
-36.84% |
3 Months |
|
|
-53.59% |
YTD |
|
|
-38.69% |
1 Year |
|
|
+31.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.9600 |
0.8300 |
1M High / 1M Low: |
1.3300 |
0.6800 |
6M High / 6M Low: |
1.9600 |
0.6800 |
High (YTD): |
2024-02-02 |
1.9600 |
Low (YTD): |
2024-04-18 |
0.6800 |
52W High: |
2024-02-02 |
1.9600 |
52W Low: |
2023-07-07 |
0.3100 |
Avg. price 1W: |
|
0.8960 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.8750 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
1.2174 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.9545 |
Avg. volume 1Y: |
|
0.0000 |
Volatility 1M: |
|
150.29% |
Volatility 6M: |
|
106.26% |
Volatility 1Y: |
|
117.74% |
Volatility 3Y: |
|
- |