UC WAR. CALL 12/24 DBK/ DE000HB552A1 /
2024-10-31 9:42:13 PM | Chg.+0.1300 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.4600EUR | +3.90% | 3.4400 Bid Size: 10,000 |
3.4600 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: | 4.64 |
Leverage: | Yes |
Calculated values
Fair value: | 3.30 |
---|---|
Intrinsic value: | 3.25 |
Implied volatility: | 0.40 |
Historic volatility: | 0.27 |
Parity: | 3.25 |
Time value: | 0.09 |
Break-even: | 15.59 |
Moneyness: | 1.27 |
Premium: | 0.01 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.01 |
Spread %: | 0.30% |
Delta: | 0.96 |
Theta: | 0.00 |
Omega: | 4.45 |
Rho: | 0.02 |
Quote data
Open: | 3.2400 |
---|---|
High: | 3.5400 |
Low: | 3.2400 |
Previous Close: | 3.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.72% | ||
---|---|---|---|
1 Month | -1.14% | ||
3 Months | +30.08% | ||
YTD | +113.58% | ||
1 Year | +280.22% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.7300 | 3.3300 |
---|---|---|
1M High / 1M Low: | 4.2100 | 3.3300 |
6M High / 6M Low: | 4.2100 | 1.5100 |
High (YTD): | 2024-04-25 | 4.6900 |
Low (YTD): | 2024-02-09 | 1.0800 |
52W High: | 2024-04-25 | 4.6900 |
52W Low: | 2023-11-10 | 0.9000 |
Avg. price 1W: | 3.5660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.8117 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.2447 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.5205 | |
Avg. volume 1Y: | 31.3984 | |
Volatility 1M: | 82.65% | |
Volatility 6M: | 114.55% | |
Volatility 1Y: | 112.59% | |
Volatility 3Y: | - |