UC WAR. CALL 12/24 SAP/ DE000HB553K8 /
| 2024-06-03 9:41:14 PM | Chg.+0.190 | Bid9:59:02 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.670EUR | +2.54% | 7.640 Bid Size: 6,000 |
- Ask Size: - |
SAP SE O.N. | 94.4696 - | 2024-12-18 | Call |
Master data
| WKN: | HB553K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 94.47 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.94:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.38 |
|---|---|
| Intrinsic value: | 7.19 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.21 |
| Parity: | 7.19 |
| Time value: | 0.39 |
| Break-even: | 169.82 |
| Moneyness: | 1.76 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.94 |
| Theta: | -0.03 |
| Omega: | 2.08 |
| Rho: | 0.44 |
Quote data
| Open: | 7.670 |
|---|---|
| High: | 7.760 |
| Low: | 7.550 |
| Previous Close: | 7.480 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.08% | ||
|---|---|---|---|
| 1 Month | -1.16% | ||
| 3 Months | -4.96% | ||
| YTD | +59.46% | ||
| 1 Year | +108.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.530 | 7.480 |
|---|---|---|
| 1M High / 1M Low: | 8.920 | 7.480 |
| 6M High / 6M Low: | 8.920 | 4.500 |
| High (YTD): | 2024-05-23 | 8.920 |
| Low (YTD): | 2024-01-04 | 4.500 |
| 52W High: | 2024-05-23 | 8.920 |
| 52W Low: | 2023-07-26 | 3.170 |
| Avg. price 1W: | 7.932 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.348 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.187 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.468 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 49.91% | |
| Volatility 6M: | 51.29% | |
| Volatility 1Y: | 53.87% | |
| Volatility 3Y: | - |
