UC WAR. CALL 12/24 ALV/ DE000HB551Q9 /
| 2024-05-16 8:00:22 AM | Chg.0.0000 | Bid9:34:20 AM | Ask9:34:20 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5900EUR | 0.00% | 3.8000 Bid Size: 60,000 |
3.8100 Ask Size: 60,000 |
ALLIANZ SE NA O.N. | 237.50 EUR | 2024-12-18 | Call |
Master data
| WKN: | HB551Q |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 237.50 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.53 |
|---|---|
| Intrinsic value: | 2.79 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.16 |
| Parity: | 2.79 |
| Time value: | 1.24 |
| Break-even: | 277.80 |
| Moneyness: | 1.12 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.21 |
| Spread %: | 5.50% |
| Delta: | 0.78 |
| Theta: | -0.05 |
| Omega: | 5.16 |
| Rho: | 1.00 |
Quote data
| Open: | 3.5900 |
|---|---|
| High: | 3.5900 |
| Low: | 3.5900 |
| Previous Close: | 3.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.10% | ||
|---|---|---|---|
| 1 Month | +30.07% | ||
| 3 Months | +73.43% | ||
| YTD | +78.61% | ||
| 1 Year | +199.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8300 | 3.5900 |
|---|---|---|
| 1M High / 1M Low: | 3.8300 | 2.7600 |
| 6M High / 6M Low: | 4.3200 | 1.2200 |
| High (YTD): | 2024-03-27 | 4.3200 |
| Low (YTD): | 2024-02-26 | 1.7800 |
| 52W High: | 2024-03-27 | 4.3200 |
| 52W Low: | 2023-07-07 | 0.8000 |
| Avg. price 1W: | 3.7280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2890 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5047 | |
| Avg. volume 6M: | 2.8306 | |
| Avg. price 1Y: | 1.8596 | |
| Avg. volume 1Y: | 747.0313 | |
| Volatility 1M: | 101.72% | |
| Volatility 6M: | 102.76% | |
| Volatility 1Y: | 104.77% | |
| Volatility 3Y: | - |
