UC WAR. CALL 12/24 ALV/ DE000HB551P1 /
| 2024-06-06 11:41:21 AM | Chg.0.0000 | Bid12:45:51 PM | Ask12:45:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7200EUR | 0.00% | 3.7400 Bid Size: 60,000 |
3.7500 Ask Size: 60,000 |
ALLIANZ SE NA O.N. | 235.00 - | 2024-12-18 | Call |
Master data
| WKN: | HB551P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 235.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.39 |
|---|---|
| Intrinsic value: | 2.78 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.15 |
| Parity: | 2.78 |
| Time value: | 1.08 |
| Break-even: | 273.60 |
| Moneyness: | 1.12 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.21 |
| Spread %: | 5.75% |
| Delta: | 0.79 |
| Theta: | -0.05 |
| Omega: | 5.38 |
| Rho: | 0.90 |
Quote data
| Open: | 3.7200 |
|---|---|
| High: | 3.7200 |
| Low: | 3.6300 |
| Previous Close: | 3.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.58% | ||
|---|---|---|---|
| 1 Month | +6.29% | ||
| 3 Months | +44.75% | ||
| YTD | +73.02% | ||
| 1 Year | +207.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3100 | 3.7000 |
|---|---|---|
| 1M High / 1M Low: | 4.3100 | 3.5000 |
| 6M High / 6M Low: | 4.5500 | 1.9300 |
| High (YTD): | 2024-03-27 | 4.5500 |
| Low (YTD): | 2024-02-26 | 1.9300 |
| 52W High: | 2024-03-27 | 4.5500 |
| 52W Low: | 2023-07-07 | 0.8600 |
| Avg. price 1W: | 3.9700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.9541 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.1484 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 78.64% | |
| Volatility 6M: | 98.49% | |
| Volatility 1Y: | 98.89% | |
| Volatility 3Y: | - |
