UniCredit Call 247.5 ALV 18.12.2024
/ DE000HB551S5
UniCredit Call 247.5 ALV 18.12.20.../ DE000HB551S5 /
| 6/12/2024 8:29:29 PM |
Chg.+0.25 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
+11.47% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
247.50 - |
12/18/2024 |
Call |
Master data
| WKN: |
HB551S |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
247.50 - |
| Maturity: |
12/18/2024 |
| Issue date: |
4/4/2022 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.86 |
| Time value: |
1.33 |
| Break-even: |
269.40 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.39% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
7.84 |
| Rho: |
0.78 |
Quote data
| Open: |
2.36 |
| High: |
2.47 |
| Low: |
2.36 |
| Previous Close: |
2.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.66% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
+1.67% |
| YTD |
|
|
+63.09% |
| 1 Year |
|
|
+228.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.18 |
| 1M High / 1M Low: |
3.26 |
2.18 |
| 6M High / 6M Low: |
3.46 |
1.24 |
| High (YTD): |
3/28/2024 |
3.46 |
| Low (YTD): |
2/26/2024 |
1.24 |
| 52W High: |
3/28/2024 |
3.46 |
| 52W Low: |
7/7/2023 |
0.56 |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
256 |
| Avg. price 1Y: |
|
1.54 |
| Avg. volume 1Y: |
|
125 |
| Volatility 1M: |
|
100.94% |
| Volatility 6M: |
|
112.63% |
| Volatility 1Y: |
|
109.69% |
| Volatility 3Y: |
|
- |
