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UniCredit Call 235 ALV 18.12.2024/  DE000HB551P1  /

Frankfurt Zert./HVB
6/5/2024  7:37:02 PM Chg.+0.060 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
3.710EUR +1.64% 3.650
Bid Size: 4,000		 3.860
Ask Size: 4,000		 ALLIANZ SE NA O.N. 235.00 - 12/18/2024 Call
 

Master data

WKN: HB551P
Issuer: UniCredit
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 12/18/2024
Issue date: 4/4/2022
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.01
Leverage: Yes

Calculated values

Fair value: 3.33
Intrinsic value: 2.70
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 2.70
Time value: 1.04
Break-even: 272.40
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.81%
Delta: 0.79
Theta: -0.05
Omega: 5.56
Rho: 0.92
 

Quote data

Open: 3.760
High: 3.780
Low: 3.600
Previous Close: 3.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.55%
1 Month  
+6.00%
3 Months  
+44.36%
YTD  
+73.36%
1 Year  
+211.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.290 3.650
1M High / 1M Low: 4.290 3.500
6M High / 6M Low: 4.510 1.900
High (YTD): 3/28/2024 4.510
Low (YTD): 2/26/2024 1.900
52W High: 3/28/2024 4.510
52W Low: 7/6/2023 0.850
Avg. price 1W:   3.954
Avg. volume 1W:   0.000
Avg. price 1M:   3.935
Avg. volume 1M:   0.000
Avg. price 6M:   2.939
Avg. volume 6M:   24
Avg. price 1Y:   2.133
Avg. volume 1Y:   23.438
Volatility 1M:   78.76%
Volatility 6M:   92.44%
Volatility 1Y:   95.27%
Volatility 3Y:   -