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UniCredit Call 245 ALV 18.12.2024/  DE000HB551R7  /

Frankfurt Zert./HVB
2024-06-05  7:27:13 PM Chg.+0.040 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
2.900EUR +1.40% 2.860
Bid Size: 4,000		 3.070
Ask Size: 4,000		 ALLIANZ SE NA O.N. 245.00 - 2024-12-18 Call
 

Master data

WKN: HB551R
Issuer: UniCredit
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 1.70
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 1.70
Time value: 1.25
Break-even: 274.50
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.03%
Delta: 0.73
Theta: -0.05
Omega: 6.49
Rho: 0.87
 

Quote data

Open: 2.960
High: 2.980
Low: 2.810
Previous Close: 2.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month  
+19.34%
3 Months  
+61.11%
YTD  
+80.12%
1 Year  
+222.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.460 2.860
1M High / 1M Low: 3.460 2.730
6M High / 6M Low: 3.650 1.340
High (YTD): 2024-03-28 3.650
Low (YTD): 2024-02-26 1.340
52W High: 2024-03-28 3.650
52W Low: 2023-07-06 0.620
Avg. price 1W:   3.162
Avg. volume 1W:   0.000
Avg. price 1M:   3.139
Avg. volume 1M:   0.000
Avg. price 6M:   2.254
Avg. volume 6M:   0.000
Avg. price 1Y:   1.618
Avg. volume 1Y:   0.000
Volatility 1M:   90.83%
Volatility 6M:   106.14%
Volatility 1Y:   105.70%
Volatility 3Y:   -