UC WAR. CALL 12/24 BAS/ DE000HB551X5 /
| 2024-06-20 11:40:38 AM | Chg.+0.0030 | Bid11:47:17 AM | Ask11:47:17 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0890EUR | +3.49% | 0.0900 Bid Size: 700,000 |
0.0950 Ask Size: 700,000 |
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: | 51.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | -0.76 |
| Time value: | 0.09 |
| Break-even: | 53.38 |
| Moneyness: | 0.86 |
| Premium: | 0.19 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.01 |
| Spread %: | 8.64% |
| Delta: | 0.22 |
| Theta: | -0.01 |
| Omega: | 11.45 |
| Rho: | 0.05 |
Quote data
| Open: | 0.0860 |
|---|---|
| High: | 0.0890 |
| Low: | 0.0860 |
| Previous Close: | 0.0860 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.09% | ||
|---|---|---|---|
| 1 Month | -64.40% | ||
| 3 Months | -73.82% | ||
| YTD | -67.04% | ||
| 1 Year | -57.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0840 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.0840 |
| 6M High / 6M Low: | 0.4800 | 0.0830 |
| High (YTD): | 2024-04-04 | 0.4800 |
| Low (YTD): | 2024-01-22 | 0.0830 |
| 52W High: | 2024-04-04 | 0.4800 |
| 52W Low: | 2024-01-22 | 0.0830 |
| Avg. price 1W: | 0.0910 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1646 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2192 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2186 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 121.19% | |
| Volatility 6M: | 151.90% | |
| Volatility 1Y: | 149.49% | |
| Volatility 3Y: | - |
