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UniCredit Call 227.5 ALV 18.12.20.../  DE000HB551N6  /

Frankfurt Zert./HVB
06/06/2024  19:40:40 Chg.+0.100 Bid21:59:09 Ask21:59:09 Underlying Strike price Expiration date Option type
4.440EUR +2.30% 4.420
Bid Size: 8,000		 4.450
Ask Size: 8,000		 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: 5.84
Leverage: Yes

Calculated values

Fair value: 4.05
Intrinsic value: 3.53
Implied volatility: 0.27
Historic volatility: 0.15
Parity: 3.53
Time value: 0.97
Break-even: 272.50
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.21
Spread %: 4.90%
Delta: 0.83
Theta: -0.05
Omega: 4.82
Rho: 0.92
 

Quote data

Open: 4.350
High: 4.460
Low: 4.240
Previous Close: 4.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.90%
1 Month  
+4.72%
3 Months  
+40.51%
YTD  
+68.82%
1 Year  
+204.11%
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 2.380
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:   4.602
Avg. volume 1W:   0.000
Avg. price 1M:   4.590
Avg. volume 1M:   0.000
Avg. price 6M:   3.511
Avg. volume 6M:   0.000
Avg. price 1Y:   2.577
Avg. volume 1Y:   0.000
Volatility 1M:   71.18%
Volatility 6M:   83.37%
Volatility 1Y:   87.68%
Volatility 3Y:   -