UC WAR. CALL 06/24 BAS/ DE000HC21WZ3 /
| 2024-06-03 9:42:14 AM | Chg.+0.0020 | Bid11:34:18 AM | Ask11:34:18 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0510EUR | +4.08% | 0.0440 Bid Size: 700,000 |
0.0490 Ask Size: 700,000 |
BASF SE NA O.N. | 49.50 - | 2024-06-19 | Call |
Master data
| WKN: | HC21WZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 49.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-11-21 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 79.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | -0.11 |
| Time value: | 0.06 |
| Break-even: | 50.11 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 1.20 |
| Spread abs.: | 0.01 |
| Spread %: | 19.61% |
| Delta: | 0.36 |
| Theta: | -0.03 |
| Omega: | 28.48 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0530 |
|---|---|
| High: | 0.0530 |
| Low: | 0.0510 |
| Previous Close: | 0.0490 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.62% | ||
|---|---|---|---|
| 1 Month | -66.00% | ||
| 3 Months | -60.77% | ||
| YTD | -81.79% | ||
| 1 Year | -87.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0780 | 0.0360 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.0360 |
| 6M High / 6M Low: | 0.5300 | 0.0360 |
| High (YTD): | 2024-04-03 | 0.5300 |
| Low (YTD): | 2024-05-29 | 0.0360 |
| 52W High: | 2024-04-03 | 0.5300 |
| 52W Low: | 2024-05-29 | 0.0360 |
| Avg. price 1W: | 0.0528 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1109 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1782 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2028 | |
| Avg. volume 1Y: | 59.0551 | |
| Volatility 1M: | 264.47% | |
| Volatility 6M: | 281.82% | |
| Volatility 1Y: | 234.66% | |
| Volatility 3Y: | - |
