OverviewChartNewsTraderScreen

UniCredit Call 94.4696 SAP 18.12..../  DE000HB553K8  /

Frankfurt Zert./HVB
5/30/2024  10:48:25 AM Chg.-0.500 Bid11:29:31 AM Ask- Underlying Strike price Expiration date Option type
7.940EUR -5.92% 7.970
Bid Size: 80,000		 -
Ask Size: -		 SAP SE O.N. 94.4696 - 12/18/2024 Call
 

Master data

WKN: HB553K
Issuer: UniCredit
Currency: EUR
Underlying: SAP SE O.N.
Type: Warrant
Option type: Call
Strike price: 94.47 -
Maturity: 12/18/2024
Issue date: 4/4/2022
Last trading day: 12/17/2024
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): 5/23/2024 8.950
Low (YTD): 1/4/2024 4.490
52W High: 5/23/2024 8.950
52W Low: 7/26/2023 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:   -