UniCredit Call 42.5 BAS 18.12.2024
/ DE000HB551U1
UniCredit Call 42.5 BAS 18.12.202.../ DE000HB551U1 /
2024-05-21 8:37:41 AM |
Chg.0.000 |
Bid9:20:03 AM |
Ask9:20:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
0.00% |
0.850 Bid Size: 300,000 |
0.860 Ask Size: 300,000 |
BASF SE NA O.N. |
42.50 - |
2024-12-18 |
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: |
2024-12-18 |
Issue date: |
2022-04-04 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
0.64 |
Time value: |
0.21 |
Break-even: |
51.00 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.19% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
4.65 |
Rho: |
0.18 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.27% |
1 Month |
|
|
+4.88% |
3 Months |
|
|
+53.57% |
YTD |
|
|
+7.50% |
1 Year |
|
|
-7.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.850 |
1M High / 1M Low: |
0.960 |
0.850 |
6M High / 6M Low: |
1.240 |
0.350 |
High (YTD): |
2024-04-04 |
1.240 |
Low (YTD): |
2024-01-22 |
0.350 |
52W High: |
2024-04-04 |
1.240 |
52W Low: |
2024-01-22 |
0.350 |
Avg. price 1W: |
|
0.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.881 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.701 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.673 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
59.70% |
Volatility 6M: |
|
111.49% |
Volatility 1Y: |
|
111.22% |
Volatility 3Y: |
|
- |