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UniCredit Call 42.5 BAS 18.12.202.../  DE000HB551U1  /

Frankfurt Zert./HVB
17/05/2024  14:13:07 Chg.0.000 Bid14:34:54 Ask14:34:54 Underlying Strike price Expiration date Option type
0.850EUR 0.00% 0.840
Bid Size: 350,000		 0.850
Ask Size: 350,000		 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: 5.71
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.66
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.66
Time value: 0.20
Break-even: 51.10
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.82
Theta: -0.01
Omega: 4.68
Rho: 0.19
 

Quote data

Open: 0.840
High: 0.850
Low: 0.820
Previous Close: 0.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.41%
3 Months  
+49.12%
YTD  
+6.25%
1 Year
  -5.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.850
1M High / 1M Low: 0.960 0.820
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:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.880
Avg. volume 1M:   0.000
Avg. price 6M:   0.695
Avg. volume 6M:   0.000
Avg. price 1Y:   0.674
Avg. volume 1Y:   0.000
Volatility 1M:   70.01%
Volatility 6M:   111.73%
Volatility 1Y:   111.11%
Volatility 3Y:   -