UC WAR. CALL 12/24 ALV/ DE000HB551P1 /
| 5/16/2024 5:40:19 PM | Chg.+0.2500 | Bid6:44:02 PM | Ask6:44:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0500EUR | +6.58% | 3.9800 Bid Size: 15,000 |
3.9900 Ask Size: 15,000 |
ALLIANZ SE NA O.N. | 235.00 EUR | 12/18/2024 | Call |
Master data
| WKN: | HB551P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 235.00 EUR |
| Maturity: | 12/18/2024 |
| Issue date: | 4/4/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.55 |
|---|---|
| Intrinsic value: | 2.83 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.16 |
| Parity: | 2.83 |
| Time value: | 0.99 |
| Break-even: | 273.20 |
| Moneyness: | 1.12 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 0.79% |
| Delta: | 0.82 |
| Theta: | -0.05 |
| Omega: | 5.64 |
| Rho: | 1.05 |
Quote data
| Open: | 3.8000 |
|---|---|
| High: | 4.1300 |
| Low: | 3.8000 |
| Previous Close: | 3.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.47% | ||
|---|---|---|---|
| 1 Month | +37.76% | ||
| 3 Months | +82.43% | ||
| YTD | +88.37% | ||
| 1 Year | +218.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0400 | 3.8000 |
|---|---|---|
| 1M High / 1M Low: | 4.0400 | 2.9400 |
| 6M High / 6M Low: | 4.5500 | 1.3200 |
| High (YTD): | 3/27/2024 | 4.5500 |
| Low (YTD): | 2/26/2024 | 1.9300 |
| 52W High: | 3/27/2024 | 4.5500 |
| 52W Low: | 7/7/2023 | 0.8600 |
| Avg. price 1W: | 3.9380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4919 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6717 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9855 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 100.63% | |
| Volatility 6M: | 99.52% | |
| Volatility 1Y: | 102.19% | |
| Volatility 3Y: | - |
