UC WAR. CALL 12/24 SAP/ DE000HB1F0F0 /
| 29/05/2024 19:41:43 | Chg.-0.1000 | Bid20:45:25 | Ask20:45:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2000EUR | -2.33% | 4.2000 Bid Size: 12,000 |
4.2100 Ask Size: 12,000 |
SAP SE O.N. | 139.2183 - | 18/12/2024 | Call |
Master data
| WKN: | HB1F0F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 139.22 - |
| Maturity: | 18/12/2024 |
| Issue date: | 29/11/2021 |
| Last trading day: | 17/12/2024 |
| Ratio: | 9.94:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.16 |
|---|---|
| Intrinsic value: | 3.82 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.21 |
| Parity: | 3.82 |
| Time value: | 0.50 |
| Break-even: | 182.16 |
| Moneyness: | 1.27 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.47% |
| Delta: | 0.90 |
| Theta: | -0.03 |
| Omega: | 3.72 |
| Rho: | 0.65 |
Quote data
| Open: | 4.2900 |
|---|---|
| High: | 4.3400 |
| Low: | 4.1400 |
| Previous Close: | 4.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.08% | ||
|---|---|---|---|
| 1 Month | +14.13% | ||
| 3 Months | +6.87% | ||
| YTD | +204.35% | ||
| 1 Year | +342.11% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6100 | 4.3000 |
|---|---|---|
| 1M High / 1M Low: | 4.6100 | 3.4500 |
| 6M High / 6M Low: | 4.7200 | 1.2100 |
| High (YTD): | 26/03/2024 | 4.7200 |
| Low (YTD): | 04/01/2024 | 1.2100 |
| 52W High: | 26/03/2024 | 4.7200 |
| 52W Low: | 26/07/2023 | 0.6900 |
| Avg. price 1W: | 4.5200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.1162 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1744 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.0435 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 54.16% | |
| Volatility 6M: | 101.18% | |
| Volatility 1Y: | 104.58% | |
| Volatility 3Y: | - |
