UC WAR. CALL 12/24 AMG/ DE000HC3VZ31 /
| 5/23/2024 11:40:51 AM | Chg.-0.050 | Bid1:23:10 PM | Ask1:23:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.880EUR | -0.56% | 8.710 Bid Size: 3,000 |
8.800 Ask Size: 3,000 |
AMGEN INC. DL-... | 220.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC3VZ3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMGEN INC. DL-,0001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 2/7/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.14 |
|---|---|
| Intrinsic value: | 6.58 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.23 |
| Parity: | 6.58 |
| Time value: | 2.42 |
| Break-even: | 310.00 |
| Moneyness: | 1.30 |
| Premium: | 0.08 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.25 |
| Spread %: | 2.86% |
| Delta: | 0.80 |
| Theta: | -0.11 |
| Omega: | 2.54 |
| Rho: | 0.79 |
Quote data
| Open: | 8.930 |
|---|---|
| High: | 8.930 |
| Low: | 8.880 |
| Previous Close: | 8.930 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.00% | ||
|---|---|---|---|
| 1 Month | +52.58% | ||
| 3 Months | +23.33% | ||
| YTD | +26.50% | ||
| 1 Year | +197.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.250 | 8.930 |
|---|---|---|
| 1M High / 1M Low: | 9.510 | 5.470 |
| 6M High / 6M Low: | 10.150 | 5.060 |
| High (YTD): | 2/2/2024 | 10.150 |
| Low (YTD): | 4/18/2024 | 5.060 |
| 52W High: | 2/2/2024 | 10.150 |
| 52W Low: | 6/1/2023 | 2.400 |
| Avg. price 1W: | 9.102 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.810 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.990 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.758 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 167.45% | |
| Volatility 6M: | 90.28% | |
| Volatility 1Y: | 88.85% | |
| Volatility 3Y: | - |
