UniCredit Call 227.5 ALV 18.12.2024
/ DE000HB551N6
UniCredit Call 227.5 ALV 18.12.20.../ DE000HB551N6 /
| 6/5/2024 9:27:40 AM |
Chg.-0.04 |
Bid12:51:23 PM |
Ask12:51:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.31EUR |
-0.92% |
4.31
Bid Size: 60,000 |
4.32
Ask Size: 60,000 |
ALLIANZ SE NA O.N. |
227.50 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
4/4/2022 |
| Last trading day: |
12/17/2024 |
| 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: |
4.31 |
| High: |
4.31 |
| Low: |
4.31 |
| Previous Close: |
4.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.49% |
| 1 Month |
|
|
+12.83% |
| 3 Months |
|
|
+41.31% |
| YTD |
|
|
+65.77% |
| 1 Year |
|
|
+197.24% |
| 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): |
3/27/2024 |
5.22 |
| Low (YTD): |
1/11/2024 |
2.37 |
| 52W High: |
3/27/2024 |
5.22 |
| 52W Low: |
7/7/2023 |
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: |
|
- |
