UC WAR. CALL 12/24 SAP/ DE000HB1F0F0 /
| 2024-05-23 9:40:38 PM | Chg.+0.0900 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6100EUR | +1.99% | 4.6000 Bid Size: 15,000 |
4.6200 Ask Size: 15,000 |
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: | 3.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.37 |
|---|---|
| Intrinsic value: | 4.03 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.20 |
| Parity: | 4.03 |
| Time value: | 0.63 |
| Break-even: | 185.54 |
| Moneyness: | 1.29 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.14 |
| Spread %: | 3.10% |
| Delta: | 0.88 |
| Theta: | -0.03 |
| Omega: | 3.40 |
| Rho: | 0.64 |
Quote data
| Open: | 4.5700 |
|---|---|
| High: | 4.7800 |
| Low: | 4.5700 |
| Previous Close: | 4.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.73% | ||
|---|---|---|---|
| 1 Month | +14.96% | ||
| 3 Months | +26.65% | ||
| YTD | +234.06% | ||
| 1 Year | +390.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.5700 | 4.2400 |
|---|---|---|
| 1M High / 1M Low: | 4.5700 | 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: | 4.4260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0052 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0811 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9875 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 62.79% | |
| Volatility 6M: | 101.51% | |
| Volatility 1Y: | 104.60% | |
| Volatility 3Y: | - |
