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UniCredit Call 46 BAS 19.06.2024/  DE000HC1LA75  /

EUWAX
2024-06-03  12:56:03 PM Chg.0.000 Bid2:39:49 PM Ask2:39:49 PM Underlying Strike price Expiration date Option type
0.260EUR 0.00% 0.260
Bid Size: 300,000		 0.270
Ask Size: 300,000		 BASF SE NA O.N. 46.00 - 2024-06-19 Call
 

Master data

WKN: HC1LA7
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-06-19
Issue date: 2022-11-09
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.69
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.24
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.24
Time value: 0.05
Break-even: 48.90
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.79
Theta: -0.03
Omega: 13.16
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.260
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -31.58%
3 Months
  -13.33%
YTD
  -45.83%
1 Year
  -53.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.190
1M High / 1M Low: 0.460 0.190
6M High / 6M Low: 0.850 0.120
High (YTD): 2024-04-03 0.850
Low (YTD): 2024-01-22 0.120
52W High: 2024-04-03 0.850
52W Low: 2024-01-22 0.120
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   0.371
Avg. volume 6M:   32.258
Avg. price 1Y:   0.362
Avg. volume 1Y:   31.496
Volatility 1M:   223.31%
Volatility 6M:   202.05%
Volatility 1Y:   181.52%
Volatility 3Y:   -