UC WAR. CALL 12/24 ALV/ DE000HB551P1 /
| 6/5/2024 9:41:40 PM | Chg.+0.0200 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7200EUR | +0.54% | 3.6500 Bid Size: 4,000 |
3.8600 Ask Size: 4,000 |
ALLIANZ SE NA O.N. | 235.00 - | 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 - |
| Maturity: | 12/18/2024 |
| Issue date: | 4/4/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.33 |
|---|---|
| Intrinsic value: | 2.70 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.15 |
| Parity: | 2.70 |
| Time value: | 1.04 |
| Break-even: | 272.40 |
| Moneyness: | 1.11 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.81% |
| Delta: | 0.79 |
| Theta: | -0.05 |
| Omega: | 5.56 |
| Rho: | 0.92 |
Quote data
| Open: | 3.7500 |
|---|---|
| High: | 3.7600 |
| Low: | 3.6100 |
| Previous Close: | 3.7000 |
| 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): | 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: | 3.9700 | |
| 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: | - |
