UC WAR. CALL 06/24 BAS/ DE000HC1LA83 /
| 2024-06-03 11:40:51 AM | Chg.+0.0010 | Bid11:46:41 AM | Ask11:46:41 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0360EUR | +2.86% | 0.0300 Bid Size: 700,000 |
0.0350 Ask Size: 700,000 |
BASF SE NA O.N. | 50.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC1LA8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-11-09 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 105.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | -0.16 |
| Time value: | 0.05 |
| Break-even: | 50.46 |
| Moneyness: | 0.97 |
| Premium: | 0.04 |
| Premium p.a.: | 1.58 |
| Spread abs.: | 0.01 |
| Spread %: | 27.78% |
| Delta: | 0.29 |
| Theta: | -0.03 |
| Omega: | 30.69 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0370 |
|---|---|
| High: | 0.0370 |
| Low: | 0.0360 |
| Previous Close: | 0.0350 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -40.00% | ||
|---|---|---|---|
| 1 Month | -72.31% | ||
| 3 Months | -67.27% | ||
| YTD | -86.15% | ||
| 1 Year | -90.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0600 | 0.0280 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.0280 |
| 6M High / 6M Low: | 0.4800 | 0.0280 |
| High (YTD): | 2024-04-04 | 0.4800 |
| Low (YTD): | 2024-05-29 | 0.0280 |
| 52W High: | 2024-04-04 | 0.4800 |
| 52W Low: | 2024-05-29 | 0.0280 |
| Avg. price 1W: | 0.0398 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0913 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1582 | |
| Avg. volume 6M: | 3.2258 | |
| Avg. price 1Y: | 0.1853 | |
| Avg. volume 1Y: | 3.1496 | |
| Volatility 1M: | 264.50% | |
| Volatility 6M: | 285.54% | |
| Volatility 1Y: | 241.52% | |
| Volatility 3Y: | - |
