UC WAR. CALL 06/24 AMG/ DE000HC3Q307 /
2024-05-13 11:40:38 AM | Chg.- | Bid1:00:47 PM | Ask2024-05-13 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9400EUR | - | 2.8900 Bid Size: 3,000 |
- Ask Size: 2,000 |
AMGEN INC. DL-... | 280.00 - | 2024-06-19 | Call |
Master data
WKN: | HC3Q30 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AMGEN INC. DL-,0001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 280.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-31 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.56 |
Leverage: | Yes |
Calculated values
Fair value: | 1.07 |
---|---|
Intrinsic value: | 0.58 |
Implied volatility: | 0.87 |
Historic volatility: | 0.23 |
Parity: | 0.58 |
Time value: | 2.41 |
Break-even: | 309.90 |
Moneyness: | 1.02 |
Premium: | 0.08 |
Premium p.a.: | 1.98 |
Spread abs.: | 0.31 |
Spread %: | 11.57% |
Delta: | 0.59 |
Theta: | -0.50 |
Omega: | 5.60 |
Rho: | 0.10 |
Quote data
Open: | 2.9700 |
---|---|
High: | 2.9700 |
Low: | 2.9400 |
Previous Close: | 3.0500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +237.93% | ||
3 Months | +43.41% | ||
YTD | +28.95% | ||
1 Year | +366.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 3.1500 | 0.6900 |
6M High / 6M Low: | 4.6900 | 0.5900 |
High (YTD): | 2024-02-02 | 4.6900 |
Low (YTD): | 2024-04-18 | 0.5900 |
52W High: | 2024-02-02 | 4.6900 |
52W Low: | 2023-07-07 | 0.4000 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.7679 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9668 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.5679 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 850.21% | |
Volatility 6M: | 329.39% | |
Volatility 1Y: | 262.72% | |
Volatility 3Y: | - |