UniCredit Call 139.218 SAP 18.12.2024
/ DE000HB1F0F0
UniCredit Call 139.218 SAP 18.12..../ DE000HB1F0F0 /
5/30/2024 4:34:39 PM |
Chg.-0.680 |
Bid5:10:02 PM |
Ask5:10:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.520EUR |
-16.19% |
3.520 Bid Size: 90,000 |
3.530 Ask Size: 90,000 |
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: |
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: |
3.520 |
Previous Close: |
4.200 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-24.95% |
1 Month |
|
|
+0.57% |
3 Months |
|
|
-9.97% |
YTD |
|
|
+156.93% |
1 Year |
|
|
+282.61% |
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): |
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: |
|
4.466 |
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: |
|
- |