UC WAR. CALL 06/24 BAS/ DE000HC2NV77 /
| 2024-05-10 1:41:26 PM | Chg.- | Bid2:15:32 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4300EUR | - | 1.4200 Bid Size: 250,000 |
- Ask Size: - |
BASF SE NA O.N. | 35.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2NV7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.35 |
|---|---|
| Intrinsic value: | 1.34 |
| Implied volatility: | 1.17 |
| Historic volatility: | 0.23 |
| Parity: | 1.34 |
| Time value: | 0.05 |
| Break-even: | 48.90 |
| Moneyness: | 1.38 |
| Premium: | 0.01 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.93 |
| Theta: | -0.06 |
| Omega: | 3.23 |
| Rho: | 0.01 |
Quote data
| Open: | 1.4900 |
|---|---|
| High: | 1.4900 |
| Low: | 1.4300 |
| Previous Close: | 1.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +0.70% | ||
| 3 Months | +10.00% | ||
| YTD | 0.00% | ||
| 1 Year | +3.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.5200 | 1.4200 |
| 6M High / 6M Low: | 1.9400 | 0.8400 |
| High (YTD): | 2024-04-03 | 1.9400 |
| Low (YTD): | 2024-01-22 | 0.8400 |
| 52W High: | 2024-04-03 | 1.9400 |
| 52W Low: | 2023-10-25 | 0.7300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.4633 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3332 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2163 | |
| Avg. volume 1Y: | 25.1046 | |
| Volatility 1M: | 54.40% | |
| Volatility 6M: | 73.84% | |
| Volatility 1Y: | 80.19% | |
| Volatility 3Y: | - |
