UC WAR. CALL 12/24 BAS/ DE000HB551X5 /
| 2024-09-20 9:40:54 PM | Chg.-0.0090 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0490EUR | -15.52% | 0.0430 Bid Size: 60,000 |
0.0520 Ask Size: 60,000 |
BASF SE NA O.N. | 52.50 - | 2024-12-18 | Call |
Master data
| WKN: | HB551X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 52.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 88.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | -0.65 |
| Time value: | 0.05 |
| Break-even: | 53.02 |
| Moneyness: | 0.88 |
| Premium: | 0.15 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.01 |
| Spread %: | 20.93% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 15.68 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0470 |
|---|---|
| High: | 0.0500 |
| Low: | 0.0470 |
| Previous Close: | 0.0580 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +96.00% | ||
|---|---|---|---|
| 1 Month | +32.43% | ||
| 3 Months | -43.02% | ||
| YTD | -81.85% | ||
| 1 Year | -72.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0580 | 0.0220 |
|---|---|---|
| 1M High / 1M Low: | 0.0580 | 0.0200 |
| 6M High / 6M Low: | 0.4800 | 0.0140 |
| High (YTD): | 2024-04-04 | 0.4800 |
| Low (YTD): | 2024-08-14 | 0.0140 |
| 52W High: | 2024-04-04 | 0.4800 |
| 52W Low: | 2024-08-14 | 0.0140 |
| Avg. price 1W: | 0.0400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0375 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1535 | |
| Avg. volume 6M: | 227.1318 | |
| Avg. price 1Y: | 0.1574 | |
| Avg. volume 1Y: | 114.4531 | |
| Volatility 1M: | 311.63% | |
| Volatility 6M: | 213.21% | |
| Volatility 1Y: | 193.94% | |
| Volatility 3Y: | - |
