UC WAR. CALL 12/24 DBK/ DE000HB552A1 /
| 2024-05-31 9:41:31 PM | Chg.-0.1500 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6300EUR | -3.97% | - Bid Size: 10,000 |
- Ask Size: 10,000 |
DEUTSCHE BANK AG NA ... | 12.25 - | 2024-12-18 | Call |
Master data
| WKN: | HB552A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.25 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.55 |
|---|---|
| Intrinsic value: | 3.18 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.26 |
| Parity: | 3.18 |
| Time value: | 0.71 |
| Break-even: | 16.14 |
| Moneyness: | 1.26 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.19 |
| Spread %: | 5.14% |
| Delta: | 0.84 |
| Theta: | 0.00 |
| Omega: | 3.32 |
| Rho: | 0.05 |
Quote data
| Open: | 3.7800 |
|---|---|
| High: | 3.7800 |
| Low: | 3.4300 |
| Previous Close: | 3.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.70% | ||
|---|---|---|---|
| 1 Month | +11.35% | ||
| 3 Months | +159.29% | ||
| YTD | +124.07% | ||
| 1 Year | +298.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0200 | 3.7200 |
|---|---|---|
| 1M High / 1M Low: | 4.0600 | 3.2600 |
| 6M High / 6M Low: | 4.6900 | 1.0800 |
| High (YTD): | 2024-04-25 | 4.6900 |
| Low (YTD): | 2024-02-09 | 1.0800 |
| 52W High: | 2024-04-25 | 4.6900 |
| 52W Low: | 2023-10-24 | 0.6000 |
| Avg. price 1W: | 3.8980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8291 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2561 | |
| Avg. volume 6M: | 50.1520 | |
| Avg. price 1Y: | 1.5552 | |
| Avg. volume 1Y: | 86.0859 | |
| Volatility 1M: | 66.32% | |
| Volatility 6M: | 110.47% | |
| Volatility 1Y: | 108.37% | |
| Volatility 3Y: | - |
