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UniCredit Call 45 BAS 18.12.2024/  DE000HB551V9  /

EUWAX
2024-09-20  8:19:43 PM Chg.-0.060 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.300EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 BASF SE NA O.N. 45.00 - 2024-12-18 Call
 

Master data

WKN: HB551V
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.38
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.10
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 0.10
Time value: 0.22
Break-even: 48.20
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.62
Theta: -0.02
Omega: 8.85
Rho: 0.06
 

Quote data

Open: 0.340
High: 0.340
Low: 0.300
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+30.43%
3 Months
  -16.67%
YTD
  -52.38%
1 Year
  -26.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.180
1M High / 1M Low: 0.360 0.140
6M High / 6M Low: 0.980 0.100
High (YTD): 2024-04-03 0.980
Low (YTD): 2024-08-14 0.100
52W High: 2024-04-03 0.980
52W Low: 2024-08-14 0.100
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   38.760
Avg. price 1Y:   0.425
Avg. volume 1Y:   253.906
Volatility 1M:   274.70%
Volatility 6M:   173.01%
Volatility 1Y:   156.64%
Volatility 3Y:   -