UC WAR. CALL 12/24 SAP/ DE000HB553K8 /
| 2024-05-27 9:42:12 PM | Chg.+0.020 | Bid9:58:36 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.850EUR | +0.23% | 8.850 Bid Size: 10,000 |
- Ask Size: - |
SAP SE O.N. | 94.4696 - | 2024-12-18 | Call |
Master data
| WKN: | HB553K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 94.47 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.94:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.81 |
|---|---|
| Intrinsic value: | 8.61 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.20 |
| Parity: | 8.61 |
| Time value: | 0.22 |
| Break-even: | 182.24 |
| Moneyness: | 1.91 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.99 |
| Theta: | -0.01 |
| Omega: | 2.03 |
| Rho: | 0.51 |
Quote data
| Open: | 8.800 |
|---|---|
| High: | 8.870 |
| Low: | 8.770 |
| Previous Close: | 8.830 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.91% | ||
|---|---|---|---|
| 1 Month | +9.26% | ||
| 3 Months | +7.93% | ||
| YTD | +83.99% | ||
| 1 Year | +148.60% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.920 | 8.770 |
|---|---|---|
| 1M High / 1M Low: | 8.920 | 7.580 |
| 6M High / 6M Low: | 8.920 | 4.500 |
| High (YTD): | 2024-05-23 | 8.920 |
| Low (YTD): | 2024-01-04 | 4.500 |
| 52W High: | 2024-05-23 | 8.920 |
| 52W Low: | 2023-07-26 | 3.170 |
| Avg. price 1W: | 8.820 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.296 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.068 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.368 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 25.97% | |
| Volatility 6M: | 48.85% | |
| Volatility 1Y: | 52.74% | |
| Volatility 3Y: | - |
