UniCredit Call 139.218 SAP 18.12.2024
/ DE000HB1F0F0
UniCredit Call 139.218 SAP 18.12..../ DE000HB1F0F0 /
2024-05-23 8:19:00 PM |
Chg.+0.11 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.61EUR |
+2.44% |
- Bid Size: - |
- Ask Size: - |
SAP SE O.N. |
139.2183 - |
2024-12-18 |
Call |
Master data
WKN: |
HB1F0F |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
139.22 - |
Maturity: |
2024-12-18 |
Issue date: |
2021-11-29 |
Last trading day: |
2024-12-17 |
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: |
4.63 |
High: |
4.73 |
Low: |
4.61 |
Previous Close: |
4.50 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.76% |
1 Month |
|
|
+16.12% |
3 Months |
|
|
+27.00% |
YTD |
|
|
+234.06% |
1 Year |
|
|
+412.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.50 |
4.20 |
1M High / 1M Low: |
4.50 |
3.45 |
6M High / 6M Low: |
4.72 |
1.18 |
High (YTD): |
2024-03-26 |
4.72 |
Low (YTD): |
2024-01-04 |
1.18 |
52W High: |
2024-03-26 |
4.72 |
52W Low: |
2023-09-26 |
0.66 |
Avg. price 1W: |
|
4.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.07 |
Avg. volume 6M: |
|
1.13 |
Avg. price 1Y: |
|
1.97 |
Avg. volume 1Y: |
|
.55 |
Volatility 1M: |
|
63.87% |
Volatility 6M: |
|
100.20% |
Volatility 1Y: |
|
107.74% |
Volatility 3Y: |
|
- |