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UniCredit Call 42.5 BAS 18.12.202.../  DE000HB551U1  /

Frankfurt Zert./HVB
14/06/2024  13:21:21 Chg.-0.050 Bid13:48:02 Ask13:48:02 Underlying Strike price Expiration date Option type
0.500EUR -9.09% 0.520
Bid Size: 400,000		 0.530
Ask Size: 400,000		 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: 8.00
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.31
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.31
Time value: 0.26
Break-even: 48.20
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.71
Theta: -0.01
Omega: 5.69
Rho: 0.14
 

Quote data

Open: 0.570
High: 0.570
Low: 0.500
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -43.18%
3 Months
  -29.58%
YTD
  -37.50%
1 Year
  -38.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.550
1M High / 1M Low: 0.890 0.550
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:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.746
Avg. volume 1M:   0.000
Avg. price 6M:   0.730
Avg. volume 6M:   0.000
Avg. price 1Y:   0.666
Avg. volume 1Y:   0.000
Volatility 1M:   78.19%
Volatility 6M:   103.55%
Volatility 1Y:   110.34%
Volatility 3Y:   -