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UniCredit Call 139.218 SAP 18.12..../  DE000HB1F0F0  /

Frankfurt Zert./HVB
5/23/2024  7:33:34 PM Chg.+0.170 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
4.690EUR +3.76% 4.600
Bid Size: 15,000		 4.620
Ask Size: 15,000		 SAP SE O.N. 139.2183 - 12/18/2024 Call
 

Master data

WKN: HB1F0F
Issuer: UniCredit
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 139.22 -
Maturity: 12/18/2024
Issue date: 11/29/2021
Last trading day: 12/17/2024
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: 4.580
High: 4.780
Low: 4.580
Previous Close: 4.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.87%
1 Month  
+17.84%
3 Months  
+28.85%
YTD  
+242.34%
1 Year  
+415.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.550 4.230
1M High / 1M Low: 4.550 3.440
6M High / 6M Low: 4.740 1.200
High (YTD): 3/26/2024 4.740
Low (YTD): 1/4/2024 1.200
52W High: 3/26/2024 4.740
52W Low: 7/26/2023 0.680
Avg. price 1W:   4.418
Avg. volume 1W:   0.000
Avg. price 1M:   3.992
Avg. volume 1M:   0.000
Avg. price 6M:   3.070
Avg. volume 6M:   0.000
Avg. price 1Y:   1.974
Avg. volume 1Y:   0.000
Volatility 1M:   70.44%
Volatility 6M:   102.25%
Volatility 1Y:   105.52%
Volatility 3Y:   -