UniCredit Call 139.218 SAP 18.12.2024
/ DE000HB1F0F0
UniCredit Call 139.218 SAP 18.12..../ DE000HB1F0F0 /
2024-05-28 8:53:31 AM |
Chg.-0.01 |
Bid9:52:43 AM |
Ask9:52:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.58EUR |
-0.22% |
4.65 Bid Size: 80,000 |
4.66 Ask Size: 80,000 |
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: |
3.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.47 |
Intrinsic value: |
4.14 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
4.14 |
Time value: |
0.47 |
Break-even: |
185.04 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.44% |
Delta: |
0.92 |
Theta: |
-0.03 |
Omega: |
3.60 |
Rho: |
0.67 |
Quote data
Open: |
4.58 |
High: |
4.58 |
Low: |
4.58 |
Previous Close: |
4.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.15% |
1 Month |
|
|
+16.84% |
3 Months |
|
|
+19.90% |
YTD |
|
|
+231.88% |
1 Year |
|
|
+372.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.61 |
4.44 |
1M High / 1M Low: |
4.61 |
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: |
|
4.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.14 |
Avg. volume 6M: |
|
1.13 |
Avg. price 1Y: |
|
2.02 |
Avg. volume 1Y: |
|
.55 |
Volatility 1M: |
|
48.96% |
Volatility 6M: |
|
99.97% |
Volatility 1Y: |
|
107.49% |
Volatility 3Y: |
|
- |