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UniCredit Call 227.5 ALV 18.12.20.../  DE000HB551N6  /

Frankfurt Zert./HVB
05/06/2024  19:36:29 Chg.+0.050 Bid21:59:20 Ask21:59:20 Underlying Strike price Expiration date Option type
4.340EUR +1.17% 4.290
Bid Size: 4,000		 4.500
Ask Size: 4,000		 ALLIANZ SE NA O.N. 227.50 - 18/12/2024 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: 18/12/2024
Issue date: 04/04/2022
Last trading day: 17/12/2024
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: 4.390
High: 4.400
Low: 4.200
Previous Close: 4.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.03%
1 Month  
+14.51%
3 Months  
+41.83%
YTD  
+65.02%
1 Year  
+199.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.950 4.290
1M High / 1M Low: 4.950 4.240
6M High / 6M Low: 5.190 2.320
High (YTD): 28/03/2024 5.190
Low (YTD): 11/01/2024 2.380
52W High: 28/03/2024 5.190
52W Low: 06/07/2023 1.070
Avg. price 1W:   4.620
Avg. volume 1W:   0.000
Avg. price 1M:   4.601
Avg. volume 1M:   0.000
Avg. price 6M:   3.494
Avg. volume 6M:   0.000
Avg. price 1Y:   2.566
Avg. volume 1Y:   0.000
Volatility 1M:   72.85%
Volatility 6M:   83.82%
Volatility 1Y:   87.67%
Volatility 3Y:   -