OverviewChartNewsTraderScreen

UniCredit Call 235 ALV 18.12.2024/  DE000HB551P1  /

Frankfurt Zert./HVB
2024-05-16  7:26:34 PM Chg.+0.170 Bid7:43:30 PM Ask7:43:30 PM Underlying Strike price Expiration date Option type
3.950EUR +4.50% 3.950
Bid Size: 15,000		 3.960
Ask Size: 15,000		 ALLIANZ SE NA O.N. 235.00 EUR 2024-12-18 Call
 

Master data

WKN: HB551P
Issuer: UniCredit
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 235.00 EUR
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.89
Leverage: Yes

Calculated values

Fair value: 3.55
Intrinsic value: 2.83
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 2.83
Time value: 0.99
Break-even: 273.20
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.79%
Delta: 0.82
Theta: -0.05
Omega: 5.64
Rho: 1.05
 

Quote data

Open: 3.790
High: 4.170
Low: 3.790
Previous Close: 3.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.40%
1 Month  
+35.74%
3 Months  
+77.13%
YTD  
+84.58%
1 Year  
+216.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.030 3.780
1M High / 1M Low: 4.030 2.910
6M High / 6M Low: 4.510 1.290
High (YTD): 2024-03-28 4.510
Low (YTD): 2024-02-26 1.900
52W High: 2024-03-28 4.510
52W Low: 2023-07-06 0.850
Avg. price 1W:   3.918
Avg. volume 1W:   0.000
Avg. price 1M:   3.480
Avg. volume 1M:   0.000
Avg. price 6M:   2.655
Avg. volume 6M:   24.194
Avg. price 1Y:   1.969
Avg. volume 1Y:   23.438
Volatility 1M:   99.91%
Volatility 6M:   93.96%
Volatility 1Y:   98.16%
Volatility 3Y:   -