UC WAR. CALL 12/24 ALV/ DE000HB551N6 /
2024-05-16 9:40:23 AM | Chg.+0.2400 | Bid10:40:40 AM | Ask10:40:40 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.6700EUR | +5.42% | 4.7900 Bid Size: 50,000 |
4.8000 Ask Size: 50,000 |
ALLIANZ SE NA O.N. | 227.50 EUR | 2024-12-18 | Call |
Master data
WKN: | HB551N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALLIANZ SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 227.50 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2022-04-04 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.92 |
Leverage: | Yes |
Calculated values
Fair value: | 4.20 |
---|---|
Intrinsic value: | 3.58 |
Implied volatility: | 0.22 |
Historic volatility: | 0.16 |
Parity: | 3.58 |
Time value: | 0.87 |
Break-even: | 272.00 |
Moneyness: | 1.16 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.03 |
Spread %: | 0.68% |
Delta: | 0.86 |
Theta: | -0.04 |
Omega: | 5.07 |
Rho: | 1.07 |
Quote data
Open: | 4.4300 |
---|---|
High: | 4.6700 |
Low: | 4.4300 |
Previous Close: | 4.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.71% | ||
---|---|---|---|
1 Month | +33.05% | ||
3 Months | +71.06% | ||
YTD | +78.93% | ||
1 Year | +205.23% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.6700 | 4.4300 |
---|---|---|
1M High / 1M Low: | 4.6700 | 3.5100 |
6M High / 6M Low: | 5.2400 | 1.6700 |
High (YTD): | 2024-03-27 | 5.2400 |
Low (YTD): | 2024-01-11 | 2.4200 |
52W High: | 2024-03-27 | 5.2400 |
52W Low: | 2023-07-07 | 1.0800 |
Avg. price 1W: | 4.5700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.1405 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.2152 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.4081 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 96.16% | |
Volatility 6M: | 91.57% | |
Volatility 1Y: | 94.62% | |
Volatility 3Y: | - |