UC WAR. CALL 12/24 SAP/ DE000HB1F0F0 /
| 2024-05-30 3:40:13 PM | Chg.-0.5400 | Bid6:25:48 PM | Ask6:25:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6800EUR | -12.80% | 3.4900 Bid Size: 25,000 |
3.5000 Ask Size: 25,000 |
SAP SE O.N. | 139.2183 - | 2024-12-18 | Call |
Master data
| WKN: | HB1F0F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 139.22 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2021-11-29 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.94:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.02 |
|---|---|
| Intrinsic value: | 3.68 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.21 |
| Parity: | 3.68 |
| Time value: | 0.54 |
| Break-even: | 181.17 |
| Moneyness: | 1.26 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 0.48% |
| Delta: | 0.89 |
| Theta: | -0.03 |
| Omega: | 3.72 |
| Rho: | 0.63 |
Quote data
| Open: | 3.8400 |
|---|---|
| High: | 3.8400 |
| Low: | 3.6800 |
| Previous Close: | 4.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.17% | ||
|---|---|---|---|
| 1 Month | +4.25% | ||
| 3 Months | -6.36% | ||
| YTD | +166.67% | ||
| 1 Year | +283.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6100 | 4.2200 |
|---|---|---|
| 1M High / 1M Low: | 4.6100 | 3.4500 |
| 6M High / 6M Low: | 4.7200 | 1.2100 |
| High (YTD): | 2024-03-26 | 4.7200 |
| Low (YTD): | 2024-01-04 | 1.2100 |
| 52W High: | 2024-03-26 | 4.7200 |
| 52W Low: | 2023-07-26 | 0.6900 |
| Avg. price 1W: | 4.4600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.1419 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1940 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.0563 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 52.15% | |
| Volatility 6M: | 101.22% | |
| Volatility 1Y: | 104.61% | |
| Volatility 3Y: | - |
