UC WAR. CALL 12/24 DBK/ DE000HB55293 /
2024-06-05 5:41:03 PM | Chg.-0.0100 | Bid5:50:49 PM | Ask5:50:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.6200EUR | -0.28% | 3.6000 Bid Size: 20,000 |
3.6200 Ask Size: 20,000 |
DEUTSCHE BANK AG NA ... | 12.00 - | 2024-12-18 | Call |
Master data
WKN: | HB5529 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DEUTSCHE BANK AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2022-04-04 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.09 |
Leverage: | Yes |
Calculated values
Fair value: | 3.38 |
---|---|
Intrinsic value: | 3.03 |
Implied volatility: | 0.39 |
Historic volatility: | 0.26 |
Parity: | 3.03 |
Time value: | 0.64 |
Break-even: | 15.67 |
Moneyness: | 1.25 |
Premium: | 0.04 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.05 |
Spread %: | 1.38% |
Delta: | 0.84 |
Theta: | 0.00 |
Omega: | 3.45 |
Rho: | 0.05 |
Quote data
Open: | 3.6600 |
---|---|
High: | 3.6600 |
Low: | 3.4800 |
Previous Close: | 3.6300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.89% | ||
---|---|---|---|
1 Month | +1.12% | ||
3 Months | +114.20% | ||
YTD | +106.86% | ||
1 Year | +241.51% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.9900 | 3.6300 |
---|---|---|
1M High / 1M Low: | 4.2800 | 3.6300 |
6M High / 6M Low: | 4.9000 | 1.1800 |
High (YTD): | 2024-04-25 | 4.9000 |
Low (YTD): | 2024-02-09 | 1.1800 |
52W High: | 2024-04-25 | 4.9000 |
52W Low: | 2023-10-24 | 0.6400 |
Avg. price 1W: | 3.8620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.0814 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.4662 | |
Avg. volume 6M: | .8000 | |
Avg. price 1Y: | 1.6922 | |
Avg. volume 1Y: | 1.9531 | |
Volatility 1M: | 65.20% | |
Volatility 6M: | 108.31% | |
Volatility 1Y: | 106.55% | |
Volatility 3Y: | - |