UniCredit Call 94.4696 SAP 18.12.2024
/ DE000HB553K8
UniCredit Call 94.4696 SAP 18.12..../ DE000HB553K8 /
30/05/2024 13:26:51 |
Chg.-0.500 |
Bid13:48:16 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.940EUR |
-5.92% |
7.940 Bid Size: 80,000 |
- Ask Size: - |
SAP SE O.N. |
94.4696 - |
18/12/2024 |
Call |
Master data
WKN: |
HB553K |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
94.47 - |
Maturity: |
18/12/2024 |
Issue date: |
04/04/2022 |
Last trading day: |
17/12/2024 |
Ratio: |
9.94:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.38 |
Intrinsic value: |
8.18 |
Implied volatility: |
0.46 |
Historic volatility: |
0.21 |
Parity: |
8.18 |
Time value: |
0.25 |
Break-even: |
178.27 |
Moneyness: |
1.86 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
2.06 |
Rho: |
0.49 |
Quote data
Open: |
8.030 |
High: |
8.030 |
Low: |
7.830 |
Previous Close: |
8.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.28% |
1 Month |
|
|
+3.79% |
3 Months |
|
|
-1.37% |
YTD |
|
|
+65.07% |
1 Year |
|
|
+128.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.950 |
8.440 |
1M High / 1M Low: |
8.950 |
7.590 |
6M High / 6M Low: |
8.950 |
4.490 |
High (YTD): |
23/05/2024 |
8.950 |
Low (YTD): |
04/01/2024 |
4.490 |
52W High: |
23/05/2024 |
8.950 |
52W Low: |
26/07/2023 |
3.160 |
Avg. price 1W: |
|
8.716 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.360 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.405 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
29.18% |
Volatility 6M: |
|
49.41% |
Volatility 1Y: |
|
52.99% |
Volatility 3Y: |
|
- |