UniCredit Call 42 BAS 19.06.2024
/ DE000HC2NVA3
UniCredit Call 42 BAS 19.06.2024/ DE000HC2NVA3 /
| 2024-05-06 2:36:56 PM |
Chg.+0.050 |
Bid9:26:55 PM |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+6.76% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.740 |
| High: |
0.790 |
| Low: |
0.740 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.76% |
| 3 Months |
|
|
+25.40% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
-3.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.790 |
0.740 |
| 6M High / 6M Low: |
1.280 |
0.290 |
| High (YTD): |
2024-04-04 |
1.280 |
| Low (YTD): |
2024-01-22 |
0.290 |
| 52W High: |
2024-04-04 |
1.280 |
| 52W Low: |
2023-10-25 |
0.280 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.681 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.624 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
137.35% |
| Volatility 1Y: |
|
136.06% |
| Volatility 3Y: |
|
- |
