UniCredit Call 235 ALV 18.12.2024
/ DE000HB551P1
UniCredit Call 235 ALV 18.12.2024/ DE000HB551P1 /
| 5/31/2024 8:44:25 PM |
Chg.+0.23 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.17EUR |
+5.84% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
3.07 |
| Time value: |
0.98 |
| Break-even: |
275.50 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.21 |
| Spread %: |
5.47% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
5.37 |
| Rho: |
0.97 |
Quote data
| Open: |
4.03 |
| High: |
4.19 |
| Low: |
4.03 |
| Previous Close: |
3.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.20% |
| 1 Month |
|
|
+25.60% |
| 3 Months |
|
|
+71.60% |
| YTD |
|
|
+95.77% |
| 1 Year |
|
|
+338.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.08 |
3.78 |
| 1M High / 1M Low: |
4.17 |
3.17 |
| 6M High / 6M Low: |
4.53 |
1.47 |
| High (YTD): |
3/27/2024 |
4.53 |
| Low (YTD): |
1/11/2024 |
1.92 |
| 52W High: |
3/27/2024 |
4.53 |
| 52W Low: |
7/7/2023 |
0.83 |
| Avg. price 1W: |
|
3.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.89% |
| Volatility 6M: |
|
96.76% |
| Volatility 1Y: |
|
96.08% |
| Volatility 3Y: |
|
- |
