UC WAR. CALL 12/24 ALV/ DE000HB551N6 /
| 5/31/2024 9:41:37 PM | Chg.+0.2500 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8400EUR | +5.45% | 4.8900 Bid Size: 8,000 |
4.9200 Ask Size: 8,000 |
ALLIANZ SE NA O.N. | 227.50 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 4/4/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.36 |
|---|---|
| Intrinsic value: | 3.82 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.15 |
| Parity: | 3.82 |
| Time value: | 0.87 |
| Break-even: | 274.40 |
| Moneyness: | 1.17 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.21 |
| Spread %: | 4.69% |
| Delta: | 0.85 |
| Theta: | -0.05 |
| Omega: | 4.83 |
| Rho: | 0.99 |
Quote data
| Open: | 4.6100 |
|---|---|
| High: | 4.8400 |
| Low: | 4.6100 |
| Previous Close: | 4.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.37% | ||
|---|---|---|---|
| 1 Month | +21.30% | ||
| 3 Months | +60.26% | ||
| YTD | +85.44% | ||
| 1 Year | +306.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6600 | 4.4400 |
|---|---|---|
| 1M High / 1M Low: | 4.7800 | 3.8000 |
| 6M High / 6M Low: | 5.2400 | 1.8700 |
| High (YTD): | 3/27/2024 | 5.2400 |
| Low (YTD): | 1/11/2024 | 2.4200 |
| 52W High: | 3/27/2024 | 5.2400 |
| 52W Low: | 7/7/2023 | 1.0800 |
| Avg. price 1W: | 4.5660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5055 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4461 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.5424 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 72.12% | |
| Volatility 6M: | 91.08% | |
| Volatility 1Y: | 92.05% | |
| Volatility 3Y: | - |
