UC WAR. CALL 12/24 SAP/ DE000HB1F0F0 /
| 2024-05-14 9:40:01 AM | Chg.-0.0100 | Bid10:49:54 AM | Ask10:49:54 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0400EUR | -0.25% | 4.0400 Bid Size: 100,000 |
4.0500 Ask Size: 100,000 |
SAP SE O.N. | 139.2183 EUR | 2024-12-18 | Call |
Master data
| WKN: | HB1F0F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 139.22 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2021-11-29 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.94:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.14 |
|---|---|
| Intrinsic value: | 3.77 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 3.77 |
| Time value: | 0.29 |
| Break-even: | 179.58 |
| Moneyness: | 1.27 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 0.50% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.0500 |
|---|---|
| High: | 4.0500 |
| Low: | 4.0400 |
| Previous Close: | 4.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.86% | ||
|---|---|---|---|
| 1 Month | +12.85% | ||
| 3 Months | +23.55% | ||
| YTD | +192.75% | ||
| 1 Year | +320.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2000 | 3.8900 |
|---|---|---|
| 1M High / 1M Low: | 4.2000 | 3.1600 |
| 6M High / 6M Low: | 4.7200 | 1.2100 |
| High (YTD): | 2024-03-26 | 4.7200 |
| Low (YTD): | 2024-01-04 | 1.2100 |
| 52W High: | 2024-03-26 | 4.7200 |
| 52W Low: | 2023-07-26 | 0.6900 |
| Avg. price 1W: | 4.0660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7345 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.9190 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9011 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 101.48% | |
| Volatility 6M: | 102.43% | |
| Volatility 1Y: | 105.55% | |
| Volatility 3Y: | - |
