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UniCredit Call 42.5 BAS 18.12.202.../  DE000HB551U1  /

Frankfurt Zert./HVB
07/06/2024  08:35:59 Chg.0.000 Bid07/06/2024 Ask07/06/2024 Underlying Strike price Expiration date Option type
0.660EUR 0.00% 0.660
Bid Size: 50,000		 0.670
Ask Size: 50,000		 BASF SE NA O.N. 42.50 - 18/12/2024 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: 18/12/2024
Issue date: 04/04/2022
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.01
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.45
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.45
Time value: 0.22
Break-even: 49.20
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.76
Theta: -0.01
Omega: 5.35
Rho: 0.15
 

Quote data

Open: 0.650
High: 0.660
Low: 0.650
Previous Close: 0.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -31.25%
3 Months
  -12.00%
YTD
  -17.50%
1 Year
  -18.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.660
1M High / 1M Low: 0.960 0.660
6M High / 6M Low: 1.240 0.350
High (YTD): 04/04/2024 1.240
Low (YTD): 22/01/2024 0.350
52W High: 04/04/2024 1.240
52W Low: 22/01/2024 0.350
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   0.730
Avg. volume 6M:   0.000
Avg. price 1Y:   0.670
Avg. volume 1Y:   0.000
Volatility 1M:   70.96%
Volatility 6M:   106.85%
Volatility 1Y:   109.73%
Volatility 3Y:   -