UniCredit Call 235 ALV 18.12.2024
/ DE000HB551P1
UniCredit Call 235 ALV 18.12.2024/ DE000HB551P1 /
| 05/06/2024 13:44:09 |
Chg.+0.03 |
Bid17:44:44 |
Ask17:44:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.75EUR |
+0.81% |
3.69
Bid Size: 15,000 |
3.70
Ask Size: 15,000 |
ALLIANZ SE NA O.N. |
235.00 - |
18/12/2024 |
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: |
18/12/2024 |
| Issue date: |
04/04/2022 |
| Last trading day: |
17/12/2024 |
| 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: |
3.68 |
| High: |
3.75 |
| Low: |
3.68 |
| Previous Close: |
3.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.79% |
| 1 Month |
|
|
+18.30% |
| 3 Months |
|
|
+51.82% |
| YTD |
|
|
+76.06% |
| 1 Year |
|
|
+217.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
3.72 |
| 1M High / 1M Low: |
4.29 |
3.50 |
| 6M High / 6M Low: |
4.53 |
1.86 |
| High (YTD): |
27/03/2024 |
4.53 |
| Low (YTD): |
11/01/2024 |
1.92 |
| 52W High: |
27/03/2024 |
4.53 |
| 52W Low: |
07/07/2023 |
0.83 |
| Avg. price 1W: |
|
3.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.59% |
| Volatility 6M: |
|
96.21% |
| Volatility 1Y: |
|
95.63% |
| Volatility 3Y: |
|
- |
