UC WAR. CALL 06/24 BAS/ DE000HB9NPH6 /
| 2024-06-03 1:40:39 PM | Chg.-0.0100 | Bid3:28:20 PM | Ask3:28:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -2.78% | 0.3500 Bid Size: 300,000 |
0.3600 Ask Size: 300,000 |
BASF SE NA O.N. | 45.00 - | 2024-06-19 | Call |
Master data
| WKN: | HB9NPH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-08-31 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.23 |
| Parity: | 0.34 |
| Time value: | 0.04 |
| Break-even: | 48.80 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 2.70% |
| Delta: | 0.84 |
| Theta: | -0.03 |
| Omega: | 10.75 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3500 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.50% | ||
|---|---|---|---|
| 1 Month | -25.53% | ||
| 3 Months | -7.89% | ||
| YTD | -37.50% | ||
| 1 Year | -44.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.5500 | 0.2800 |
| 6M High / 6M Low: | 0.9500 | 0.1500 |
| High (YTD): | 2024-04-03 | 0.9500 |
| Low (YTD): | 2024-01-22 | 0.1500 |
| 52W High: | 2024-04-03 | 0.9500 |
| 52W Low: | 2024-01-22 | 0.1500 |
| Avg. price 1W: | 0.3460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4286 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4462 | |
| Avg. volume 6M: | 16.1290 | |
| Avg. price 1Y: | 0.4283 | |
| Avg. volume 1Y: | 15.7480 | |
| Volatility 1M: | 167.68% | |
| Volatility 6M: | 185.42% | |
| Volatility 1Y: | 169.08% | |
| Volatility 3Y: | - |
