UC WAR. CALL 12/24 BAS/ DE000HB551W7 /
2024-09-20 9:42:07 PM | Chg.-0.0260 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0940EUR | -21.67% | 0.0890 Bid Size: 60,000 |
0.0980 Ask Size: 60,000 |
BASF SE NA O.N. | 50.00 - | 2024-12-18 | Call |
Master data
WKN: | HB551W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BASF SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 50.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2022-04-04 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 46.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.22 |
Parity: | -0.40 |
Time value: | 0.10 |
Break-even: | 50.98 |
Moneyness: | 0.92 |
Premium: | 0.11 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.01 |
Spread %: | 10.11% |
Delta: | 0.29 |
Theta: | -0.01 |
Omega: | 13.75 |
Rho: | 0.03 |
Quote data
Open: | 0.1000 |
---|---|
High: | 0.1000 |
Low: | 0.0940 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +95.83% | ||
---|---|---|---|
1 Month | +36.23% | ||
3 Months | -37.33% | ||
YTD | -73.89% | ||
1 Year | -60.83% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1200 | 0.0450 |
---|---|---|
1M High / 1M Low: | 0.1200 | 0.0390 |
6M High / 6M Low: | 0.6200 | 0.0280 |
High (YTD): | 2024-04-04 | 0.6200 |
Low (YTD): | 2024-08-14 | 0.0280 |
52W High: | 2024-04-04 | 0.6200 |
52W Low: | 2024-08-14 | 0.0280 |
Avg. price 1W: | 0.0788 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0719 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2240 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2225 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 329.70% | |
Volatility 6M: | 206.59% | |
Volatility 1Y: | 184.72% | |
Volatility 3Y: | - |