UC WAR. CALL 12/24 ALV/ DE000HB551Q9 /
2024-05-16 9:41:51 PM | Chg.+0.1600 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7500EUR | +4.46% | 3.7300 Bid Size: 8,000 |
3.7600 Ask Size: 8,000 |
ALLIANZ SE NA O.N. | 237.50 - | 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 - |
Maturity: | 2024-12-18 |
Issue date: | 2022-04-04 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.27 |
Leverage: | Yes |
Calculated values
Fair value: | 3.35 |
---|---|
Intrinsic value: | 2.58 |
Implied volatility: | 0.21 |
Historic volatility: | 0.16 |
Parity: | 2.58 |
Time value: | 1.04 |
Break-even: | 273.70 |
Moneyness: | 1.11 |
Premium: | 0.04 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.03 |
Spread %: | 0.84% |
Delta: | 0.80 |
Theta: | -0.05 |
Omega: | 5.84 |
Rho: | 1.04 |
Quote data
Open: | 3.5900 |
---|---|
High: | 3.9300 |
Low: | 3.5900 |
Previous Close: | 3.5900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.31% | ||
---|---|---|---|
1 Month | +35.87% | ||
3 Months | +81.16% | ||
YTD | +86.57% | ||
1 Year | +212.50% | ||
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: | - |