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UniCredit Call 237.5 ALV 18.12.20.../  DE000HB551Q9  /

Frankfurt Zert./HVB
2024-06-05  7:30:29 PM Chg.+0.050 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
3.500EUR +1.45% 3.450
Bid Size: 4,000		 3.660
Ask Size: 4,000		 ALLIANZ SE NA O.N. 237.50 - 2024-12-18 Call
 

Master data

WKN: HB551Q
Issuer: UniCredit
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 237.50 -
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.40
Leverage: Yes

Calculated values

Fair value: 3.12
Intrinsic value: 2.45
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 2.45
Time value: 1.09
Break-even: 272.90
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.85%
Delta: 0.78
Theta: -0.05
Omega: 5.77
Rho: 0.91
 

Quote data

Open: 3.550
High: 3.560
Low: 3.370
Previous Close: 3.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.23%
1 Month  
+18.64%
3 Months  
+52.84%
YTD  
+74.13%
1 Year  
+215.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.070 3.450
1M High / 1M Low: 4.070 3.280
6M High / 6M Low: 4.280 1.740
High (YTD): 2024-03-28 4.280
Low (YTD): 2024-02-26 1.740
52W High: 2024-03-28 4.280
52W Low: 2023-07-06 0.790
Avg. price 1W:   3.760
Avg. volume 1W:   0.000
Avg. price 1M:   3.731
Avg. volume 1M:   0.000
Avg. price 6M:   2.746
Avg. volume 6M:   0.000
Avg. price 1Y:   1.989
Avg. volume 1Y:   937.500
Volatility 1M:   81.87%
Volatility 6M:   95.91%
Volatility 1Y:   97.66%
Volatility 3Y:   -