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UniCredit Call 227.5 ALV 18.12.20.../  DE000HB551N6  /

EUWAX
2024-06-05  8:04:32 PM Chg.-0.01 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
4.34EUR -0.23% 4.34
Bid Size: 8,000		 4.36
Ask Size: 8,000		 ALLIANZ SE NA O.N. 227.50 - 2024-12-18 Call
 

Master data

WKN: HB551N
Issuer: UniCredit
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 227.50 -
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.98
Leverage: Yes

Calculated values

Fair value: 3.99
Intrinsic value: 3.45
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 3.45
Time value: 0.93
Break-even: 271.30
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.69%
Delta: 0.83
Theta: -0.05
Omega: 4.97
Rho: 0.93
 

Quote data

Open: 4.31
High: 4.39
Low: 4.31
Previous Close: 4.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.81%
1 Month  
+13.61%
3 Months  
+42.30%
YTD  
+66.92%
1 Year  
+199.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.95 4.35
1M High / 1M Low: 4.95 4.25
6M High / 6M Low: 5.22 2.30
High (YTD): 2024-03-27 5.22
Low (YTD): 2024-01-11 2.37
52W High: 2024-03-27 5.22
52W Low: 2023-07-07 1.05
Avg. price 1W:   4.62
Avg. volume 1W:   0.00
Avg. price 1M:   4.60
Avg. volume 1M:   0.00
Avg. price 6M:   3.50
Avg. volume 6M:   0.00
Avg. price 1Y:   2.56
Avg. volume 1Y:   0.00
Volatility 1M:   75.21%
Volatility 6M:   86.94%
Volatility 1Y:   88.06%
Volatility 3Y:   -