UC WAR. CALL 06/24 BAS/ DE000HC1S6H6 /
| 2024-06-03 9:41:48 AM | Chg.-0.0010 | Bid11:11:05 AM | Ask11:11:05 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0890EUR | -1.11% | 0.0890 Bid Size: 500,000 |
0.0940 Ask Size: 500,000 |
BASF SE NA O.N. | 48.50 - | 2024-06-19 | Call |
Master data
| WKN: | HC1S6H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-11-14 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 44.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.23 |
| Parity: | -0.01 |
| Time value: | 0.11 |
| Break-even: | 49.60 |
| Moneyness: | 1.00 |
| Premium: | 0.02 |
| Premium p.a.: | 0.74 |
| Spread abs.: | 0.01 |
| Spread %: | 10.00% |
| Delta: | 0.51 |
| Theta: | -0.04 |
| Omega: | 22.44 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0890 |
| Previous Close: | 0.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.54% | ||
|---|---|---|---|
| 1 Month | -57.62% | ||
| 3 Months | -47.65% | ||
| YTD | -73.03% | ||
| 1 Year | -79.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0630 |
|---|---|---|
| 1M High / 1M Low: | 0.2600 | 0.0630 |
| 6M High / 6M Low: | 0.6200 | 0.0590 |
| High (YTD): | 2024-04-03 | 0.6200 |
| Low (YTD): | 2024-01-22 | 0.0590 |
| 52W High: | 2024-04-03 | 0.6200 |
| 52W Low: | 2024-01-22 | 0.0590 |
| Avg. price 1W: | 0.0920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1629 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2257 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2434 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 246.10% | |
| Volatility 6M: | 257.80% | |
| Volatility 1Y: | 218.41% | |
| Volatility 3Y: | - |
