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UniCredit Call 42.5 BAS 18.12.202.../  DE000HB551U1  /

EUWAX
6/19/2024  8:36:52 PM Chg.-0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.500EUR -5.66% -
Bid Size: -		 -
Ask Size: -		 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: 8.34
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.25
Implied volatility: 0.29
Historic volatility: 0.22
Parity: 0.25
Time value: 0.29
Break-even: 47.90
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.68
Theta: -0.01
Omega: 5.70
Rho: 0.13
 

Quote data

Open: 0.510
High: 0.510
Low: 0.500
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -40.48%
3 Months
  -41.18%
YTD
  -37.50%
1 Year
  -24.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.490
1M High / 1M Low: 0.860 0.490
6M High / 6M Low: 1.210 0.350
High (YTD): 4/3/2024 1.210
Low (YTD): 1/22/2024 0.350
52W High: 4/3/2024 1.210
52W Low: 10/25/2023 0.340
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.694
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   0.662
Avg. volume 1Y:   0.000
Volatility 1M:   91.71%
Volatility 6M:   102.89%
Volatility 1Y:   108.86%
Volatility 3Y:   -