UC WAR. CALL 12/24 ALV/ DE000HB551Q9 /
| 6/5/2024 7:40:22 PM | Chg.0.0000 | Bid8:18:03 PM | Ask8:18:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5000EUR | 0.00% | 3.4900 Bid Size: 8,000 |
3.5100 Ask Size: 8,000 |
ALLIANZ SE NA O.N. | 237.50 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 4/4/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.12 |
|---|---|
| Intrinsic value: | 2.45 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.15 |
| Parity: | 2.45 |
| Time value: | 1.09 |
| Break-even: | 272.90 |
| Moneyness: | 1.10 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.85% |
| Delta: | 0.78 |
| Theta: | -0.05 |
| Omega: | 5.77 |
| Rho: | 0.91 |
Quote data
| Open: | 3.5400 |
|---|---|
| High: | 3.5500 |
| Low: | 3.4100 |
| Previous Close: | 3.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.51% | ||
|---|---|---|---|
| 1 Month | +18.24% | ||
| 3 Months | +53.51% | ||
| YTD | +74.13% | ||
| 1 Year | +207.02% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0900 | 3.5000 |
|---|---|---|
| 1M High / 1M Low: | 4.0900 | 3.2800 |
| 6M High / 6M Low: | 4.3200 | 1.7600 |
| High (YTD): | 3/27/2024 | 4.3200 |
| Low (YTD): | 2/26/2024 | 1.7800 |
| 52W High: | 3/27/2024 | 4.3200 |
| 52W Low: | 7/7/2023 | 0.8000 |
| Avg. price 1W: | 3.7760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7364 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7620 | |
| Avg. volume 6M: | .0080 | |
| Avg. price 1Y: | 2.0052 | |
| Avg. volume 1Y: | 707.9688 | |
| Volatility 1M: | 81.65% | |
| Volatility 6M: | 102.28% | |
| Volatility 1Y: | 101.44% | |
| Volatility 3Y: | - |
