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UniCredit Call 139.218 SAP 18.12..../  DE000HB1F0F0  /

Frankfurt Zert./HVB
2024-05-28  7:31:19 PM Chg.-0.310 Bid9:59:13 PM Ask9:59:13 PM Underlying Strike price Expiration date Option type
4.280EUR -6.75% -
Bid Size: -		 -
Ask Size: -		 SAP SE O.N. 139.2183 - 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 -
Maturity: 2024-12-18
Issue date: 2021-11-29
Last trading day: 2024-12-17
Ratio: 9.94:1
Exercise type: American
Quanto: -
Gearing: 3.94
Leverage: Yes

Calculated values

Fair value: 4.47
Intrinsic value: 4.14
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 4.14
Time value: 0.47
Break-even: 185.04
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.44%
Delta: 0.92
Theta: -0.03
Omega: 3.60
Rho: 0.67
 

Quote data

Open: 4.580
High: 4.700
Low: 4.280
Previous Close: 4.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.93%
1 Month  
+9.18%
3 Months  
+11.17%
YTD  
+212.41%
1 Year  
+336.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.690 4.520
1M High / 1M Low: 4.690 3.440
6M High / 6M Low: 4.740 1.200
High (YTD): 2024-03-26 4.740
Low (YTD): 2024-01-04 1.200
52W High: 2024-03-26 4.740
52W Low: 2023-07-26 0.680
Avg. price 1W:   4.584
Avg. volume 1W:   0.000
Avg. price 1M:   4.103
Avg. volume 1M:   0.000
Avg. price 6M:   3.143
Avg. volume 6M:   0.000
Avg. price 1Y:   2.022
Avg. volume 1Y:   0.000
Volatility 1M:   52.67%
Volatility 6M:   102.18%
Volatility 1Y:   105.16%
Volatility 3Y:   -