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UniCredit Call 227.5 ALV 18.12.20.../  DE000HB551N6  /

EUWAX
16/05/2024  09:03:32 Chg.+0.05 Bid11:50:18 Ask11:50:18 Underlying Strike price Expiration date Option type
4.46EUR +1.13% 4.76
Bid Size: 50,000		 4.77
Ask Size: 50,000		 ALLIANZ SE NA O.N. 227.50 EUR 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 EUR
Maturity: 18/12/2024
Issue date: 04/04/2022
Last trading day: 17/12/2024
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: 4.46
High: 4.46
Low: 4.46
Previous Close: 4.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+25.63%
3 Months  
+62.77%
YTD  
+71.54%
1 Year  
+193.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.66 4.41
1M High / 1M Low: 4.66 3.55
6M High / 6M Low: 5.22 1.65
High (YTD): 27/03/2024 5.22
Low (YTD): 11/01/2024 2.37
52W High: 27/03/2024 5.22
52W Low: 07/07/2023 1.05
Avg. price 1W:   4.56
Avg. volume 1W:   0.00
Avg. price 1M:   4.14
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   0.00
Avg. price 1Y:   2.39
Avg. volume 1Y:   0.00
Volatility 1M:   91.40%
Volatility 6M:   87.31%
Volatility 1Y:   90.15%
Volatility 3Y:   -