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

Frankfurt Zert./HVB
30/05/2024  19:18:07 Chg.-0.750 Bid21:59:23 Ask21:59:23 Underlying Strike price Expiration date Option type
3.450EUR -17.86% 3.340
Bid Size: 6,000		 3.470
Ask Size: 6,000		 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: 4.19
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: 3.820
High: 3.820
Low: 3.450
Previous Close: 4.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.44%
1 Month
  -1.43%
3 Months
  -11.76%
YTD  
+151.82%
1 Year  
+275.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.690 4.200
1M High / 1M Low: 4.690 3.440
6M High / 6M Low: 4.740 1.200
High (YTD): 26/03/2024 4.740
Low (YTD): 04/01/2024 1.200
52W High: 26/03/2024 4.740
52W Low: 26/07/2023 0.680
Avg. price 1W:   4.466
Avg. volume 1W:   0.000
Avg. price 1M:   4.136
Avg. volume 1M:   0.000
Avg. price 6M:   3.184
Avg. volume 6M:   0.000
Avg. price 1Y:   2.044
Avg. volume 1Y:   0.000
Volatility 1M:   55.39%
Volatility 6M:   102.00%
Volatility 1Y:   105.25%
Volatility 3Y:   -