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UniCredit Call 42.5 BAS 18.12.202.../  DE000HB551U1  /

Frankfurt Zert./HVB
6/7/2024  7:36:36 PM Chg.-0.010 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.650EUR -1.52% 0.640
Bid Size: 50,000		 0.650
Ask Size: 50,000		 BASF SE NA O.N. 42.50 - 12/18/2024 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: 12/18/2024
Issue date: 4/4/2022
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.20
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.43
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.43
Time value: 0.22
Break-even: 49.00
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.76
Theta: -0.01
Omega: 5.47
Rho: 0.15
 

Quote data

Open: 0.650
High: 0.660
Low: 0.630
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -28.57%
3 Months
  -7.14%
YTD
  -18.75%
1 Year
  -23.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.650
1M High / 1M Low: 0.930 0.650
6M High / 6M Low: 1.240 0.350
High (YTD): 4/4/2024 1.240
Low (YTD): 1/22/2024 0.350
52W High: 4/4/2024 1.240
52W Low: 1/22/2024 0.350
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   0.731
Avg. volume 6M:   0.000
Avg. price 1Y:   0.669
Avg. volume 1Y:   0.000
Volatility 1M:   69.80%
Volatility 6M:   106.88%
Volatility 1Y:   109.65%
Volatility 3Y:   -