UniCredit Call 139.218 SAP 18.12.2024
/ DE000HB1F0F0
UniCredit Call 139.218 SAP 18.12..../ DE000HB1F0F0 /
| 5/30/2024 1:05:05 PM |
Chg.-0.48 |
Bid1:16:17 PM |
Ask1:16:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
-11.37% |
3.74
Bid Size: 90,000 |
3.75
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: |
3.85 |
| High: |
3.85 |
| Low: |
3.74 |
| Previous Close: |
4.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.87% |
| 1 Month |
|
|
+6.55% |
| 3 Months |
|
|
-4.59% |
| YTD |
|
|
+171.01% |
| 1 Year |
|
|
+306.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.61 |
4.22 |
| 1M High / 1M Low: |
4.61 |
3.45 |
| 6M High / 6M Low: |
4.72 |
1.18 |
| High (YTD): |
3/26/2024 |
4.72 |
| Low (YTD): |
1/4/2024 |
1.18 |
| 52W High: |
3/26/2024 |
4.72 |
| 52W Low: |
9/26/2023 |
0.66 |
| Avg. price 1W: |
|
4.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.18 |
| Avg. volume 6M: |
|
1.13 |
| Avg. price 1Y: |
|
2.04 |
| Avg. volume 1Y: |
|
.55 |
| Volatility 1M: |
|
53.80% |
| Volatility 6M: |
|
99.94% |
| Volatility 1Y: |
|
107.63% |
| Volatility 3Y: |
|
- |
