UC WAR. CALL 06/24 BAS/ DE000HC2NVA3 /
2024-05-06 1:40:04 PM | Chg.- | Bid2:26:35 PM | Ask2024-05-06 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7800EUR | - | 0.7900 Bid Size: 200,000 |
- Ask Size: 200,000 |
BASF SE NA O.N. | 42.00 - | 2024-06-19 | Call |
Master data
WKN: | HC2NVA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BASF SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 42.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-12-19 |
Last trading day: | 2024-05-07 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.29 |
Leverage: | Yes |
Calculated values
Fair value: | 0.65 |
---|---|
Intrinsic value: | 0.64 |
Implied volatility: | 0.95 |
Historic volatility: | 0.23 |
Parity: | 0.64 |
Time value: | 0.13 |
Break-even: | 49.70 |
Moneyness: | 1.15 |
Premium: | 0.03 |
Premium p.a.: | 0.82 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.79 |
Theta: | -0.09 |
Omega: | 5.00 |
Rho: | 0.01 |
Quote data
Open: | 0.7400 |
---|---|
High: | 0.7800 |
Low: | 0.7400 |
Previous Close: | 0.7400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +5.41% | ||
3 Months | +23.81% | ||
YTD | -2.50% | ||
1 Year | -6.02% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.7800 | 0.7400 |
6M High / 6M Low: | 1.2400 | 0.2900 |
High (YTD): | 2024-04-04 | 1.2400 |
Low (YTD): | 2024-01-22 | 0.2900 |
52W High: | 2024-04-04 | 1.2400 |
52W Low: | 2024-01-22 | 0.2900 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.7600 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6845 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.6291 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | - | |
Volatility 6M: | 139.16% | |
Volatility 1Y: | 134.46% | |
Volatility 3Y: | - |