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UniCredit Call 46.5 BAS 19.06.202.../  DE000HC2B0Z9  /

EUWAX
2024-06-03  2:35:13 PM Chg.-0.010 Bid3:02:27 PM Ask3:02:27 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.210
Bid Size: 350,000		 0.220
Ask Size: 350,000		 BASF SE NA O.N. 46.50 - 2024-06-19 Call
 

Master data

WKN: HC2B0Z
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 46.50 -
Maturity: 2024-06-19
Issue date: 2022-12-05
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.36
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.19
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.19
Time value: 0.06
Break-even: 49.00
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.75
Theta: -0.04
Omega: 14.43
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.250
Low: 0.210
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -38.24%
3 Months
  -22.22%
YTD
  -53.33%
1 Year
  -60.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.160
1M High / 1M Low: 0.410 0.160
6M High / 6M Low: 0.800 0.100
High (YTD): 2024-04-03 0.800
Low (YTD): 2024-01-22 0.100
52W High: 2024-04-03 0.800
52W Low: 2024-01-22 0.100
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   0.334
Avg. volume 1Y:   0.000
Volatility 1M:   230.51%
Volatility 6M:   216.77%
Volatility 1Y:   194.95%
Volatility 3Y:   -