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UniCredit Call 227.5 ALV 18.12.20.../  DE000HB551N6  /

Frankfurt Zert./HVB
2024-05-16  2:29:31 PM Chg.+0.310 Bid2:44:02 PM Ask2:44:02 PM Underlying Strike price Expiration date Option type
4.730EUR +7.01% 4.690
Bid Size: 50,000		 4.700
Ask Size: 50,000		 ALLIANZ SE NA O.N. 227.50 EUR 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 EUR
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.92
Leverage: Yes

Calculated values

Fair value: 4.20
Intrinsic value: 3.58
Implied volatility: 0.22
Historic volatility: 0.16
Parity: 3.58
Time value: 0.87
Break-even: 272.00
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.68%
Delta: 0.86
Theta: -0.04
Omega: 5.07
Rho: 1.07
 

Quote data

Open: 4.410
High: 4.830
Low: 4.410
Previous Close: 4.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.29%
1 Month  
+36.31%
3 Months  
+72.63%
YTD  
+79.85%
1 Year  
+213.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.660 4.420
1M High / 1M Low: 4.660 3.470
6M High / 6M Low: 5.190 1.640
High (YTD): 2024-03-28 5.190
Low (YTD): 2024-01-11 2.380
52W High: 2024-03-28 5.190
52W Low: 2023-07-06 1.070
Avg. price 1W:   4.550
Avg. volume 1W:   0.000
Avg. price 1M:   4.126
Avg. volume 1M:   0.000
Avg. price 6M:   3.197
Avg. volume 6M:   0.000
Avg. price 1Y:   2.390
Avg. volume 1Y:   0.000
Volatility 1M:   90.67%
Volatility 6M:   85.09%
Volatility 1Y:   90.68%
Volatility 3Y:   -