UC WAR. CALL 12/24 ALV/ DE000HB551N6 /
| 2024-06-06 7:41:50 PM | Chg.+0.0900 | Bid8:45:35 PM | Ask8:45:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4500EUR | +2.06% | 4.4300 Bid Size: 8,000 |
4.4500 Ask Size: 8,000 |
ALLIANZ SE NA O.N. | 227.50 - | 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 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.05 |
|---|---|
| Intrinsic value: | 3.53 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.15 |
| Parity: | 3.53 |
| Time value: | 0.97 |
| Break-even: | 272.50 |
| Moneyness: | 1.16 |
| Premium: | 0.04 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.21 |
| Spread %: | 4.90% |
| Delta: | 0.83 |
| Theta: | -0.05 |
| Omega: | 4.82 |
| Rho: | 0.92 |
Quote data
| Open: | 4.3600 |
|---|---|
| High: | 4.4600 |
| Low: | 4.2700 |
| Previous Close: | 4.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.05% | ||
|---|---|---|---|
| 1 Month | +4.95% | ||
| 3 Months | +40.82% | ||
| YTD | +70.50% | ||
| 1 Year | +198.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9600 | 4.3300 |
|---|---|---|
| 1M High / 1M Low: | 4.9600 | 4.2400 |
| 6M High / 6M Low: | 5.2400 | 2.4200 |
| 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: | 4.6160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5939 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.5263 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.5934 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 70.53% | |
| Volatility 6M: | 90.19% | |
| Volatility 1Y: | 91.31% | |
| Volatility 3Y: | - |
