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

Frankfurt Zert./HVB
6/14/2024  7:29:01 PM Chg.-0.280 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
4.090EUR -6.41% 4.100
Bid Size: 12,000		 4.120
Ask Size: 12,000		 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: 4.27
Leverage: Yes

Calculated values

Fair value: 3.89
Intrinsic value: 3.58
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 3.58
Time value: 0.54
Break-even: 180.17
Moneyness: 1.26
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.49%
Delta: 0.88
Theta: -0.03
Omega: 3.74
Rho: 0.57
 

Quote data

Open: 4.470
High: 4.490
Low: 4.080
Previous Close: 4.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.10%
1 Month
  -3.31%
3 Months  
+6.23%
YTD  
+198.54%
1 Year  
+275.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.670 4.090
1M High / 1M Low: 4.690 3.320
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:   4.292
Avg. volume 1W:   0.000
Avg. price 1M:   4.182
Avg. volume 1M:   0.000
Avg. price 6M:   3.386
Avg. volume 6M:   0.000
Avg. price 1Y:   2.189
Avg. volume 1Y:   0.000
Volatility 1M:   110.40%
Volatility 6M:   107.42%
Volatility 1Y:   108.52%
Volatility 3Y:   -