UniCredit Call 280 AMG 18.09.2024
/ DE000HC9CX14
UniCredit Call 280 AMG 18.09.2024/ DE000HC9CX14 /
2024-05-23 11:44:54 AM |
Chg.-0.120 |
Bid12:00:00 PM |
Ask12:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.690EUR |
-6.63% |
1.700 Bid Size: 8,000 |
1.770 Ask Size: 8,000 |
AMGEN INC. DL-... |
280.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HC9CX1 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
AMGEN INC. DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-09-21 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
16.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.95 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.19 |
Historic volatility: |
0.23 |
Parity: |
0.58 |
Time value: |
1.15 |
Break-even: |
297.30 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.17% |
Delta: |
0.64 |
Theta: |
-0.07 |
Omega: |
10.57 |
Rho: |
0.54 |
Quote data
Open: |
1.670 |
High: |
1.690 |
Low: |
1.670 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.06% |
1 Month |
|
|
+83.70% |
3 Months |
|
|
+34.13% |
YTD |
|
|
+42.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.770 |
1M High / 1M Low: |
1.850 |
0.820 |
6M High / 6M Low: |
1.850 |
0.730 |
High (YTD): |
2024-05-15 |
1.850 |
Low (YTD): |
2024-04-18 |
0.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.425 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.197 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
257.84% |
Volatility 6M: |
|
129.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |