UC WAR. CALL 12/24 BAS/ DE000HB551W7 /
| 2024-06-20 9:40:02 AM | Chg.0.0000 | Bid2024-06-20 | Ask2024-06-20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | 0.00% | 0.1500 Bid Size: 700,000 |
0.1600 Ask Size: 700,000 |
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: | 29.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.22 |
| Parity: | -0.51 |
| Time value: | 0.15 |
| Break-even: | 51.50 |
| Moneyness: | 0.90 |
| Premium: | 0.15 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.01 |
| Spread %: | 7.14% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 9.86 |
| Rho: | 0.07 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1500 |
| Previous Close: | 0.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.76% | ||
|---|---|---|---|
| 1 Month | -58.33% | ||
| 3 Months | -67.39% | ||
| YTD | -58.33% | ||
| 1 Year | -44.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.1400 |
| 6M High / 6M Low: | 0.6200 | 0.1300 |
| High (YTD): | 2024-04-04 | 0.6200 |
| Low (YTD): | 2024-01-22 | 0.1300 |
| 52W High: | 2024-04-04 | 0.6200 |
| 52W Low: | 2024-01-22 | 0.1300 |
| Avg. price 1W: | 0.1500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3046 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2946 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 124.26% | |
| Volatility 6M: | 142.93% | |
| Volatility 1Y: | 140.39% | |
| Volatility 3Y: | - |
