UC WAR. CALL 12/24 BAS/ DE000HB551U1 /
| 6/14/2024 9:42:23 PM | Chg.-0.0600 | Bid6/14/2024 | Ask6/14/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | -10.71% | 0.4900 Bid Size: 60,000 |
0.5000 Ask Size: 60,000 |
BASF SE NA O.N. | 42.50 - | 12/18/2024 | Call |
Master data
| WKN: | HB551U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.50 - |
| Maturity: | 12/18/2024 |
| Issue date: | 4/4/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | 0.21 |
| Time value: | 0.29 |
| Break-even: | 47.50 |
| Moneyness: | 1.05 |
| Premium: | 0.07 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.01 |
| Spread %: | 2.04% |
| Delta: | 0.67 |
| Theta: | -0.01 |
| Omega: | 5.96 |
| Rho: | 0.13 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5000 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.08% | ||
|---|---|---|---|
| 1 Month | -41.86% | ||
| 3 Months | -35.06% | ||
| YTD | -38.27% | ||
| 1 Year | -35.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6300 | 0.5000 |
|---|---|---|
| 1M High / 1M Low: | 0.8700 | 0.5000 |
| 6M High / 6M Low: | 1.2200 | 0.3500 |
| High (YTD): | 4/3/2024 | 1.2200 |
| Low (YTD): | 1/22/2024 | 0.3500 |
| 52W High: | 4/3/2024 | 1.2200 |
| 52W Low: | 1/22/2024 | 0.3500 |
| Avg. price 1W: | 0.5820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7277 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7327 | |
| Avg. volume 6M: | 78.1774 | |
| Avg. price 1Y: | 0.6694 | |
| Avg. volume 1Y: | 98.8000 | |
| Volatility 1M: | 82.15% | |
| Volatility 6M: | 104.31% | |
| Volatility 1Y: | 110.69% | |
| Volatility 3Y: | - |
