OverviewChartNewsTraderScreen

UniCredit Call 47.5 BAS 19.06.202.../  DE000HC1DBE0  /

Frankfurt Zert./HVB
6/3/2024  1:36:15 PM Chg.-0.010 Bid1:50:55 PM Ask1:50:55 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.140
Bid Size: 400,000		 0.150
Ask Size: 400,000		 BASF SE NA O.N. 47.50 - 6/19/2024 Call
 

Master data

WKN: HC1DBE
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 47.50 -
Maturity: 6/19/2024
Issue date: 11/2/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.48
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.09
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 0.09
Time value: 0.08
Break-even: 49.20
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.65
Theta: -0.04
Omega: 18.41
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.170
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -51.85%
3 Months
  -38.10%
YTD
  -65.79%
1 Year
  -72.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.100
1M High / 1M Low: 0.330 0.100
6M High / 6M Low: 0.730 0.076
High (YTD): 4/4/2024 0.730
Low (YTD): 1/22/2024 0.076
52W High: 4/4/2024 0.730
52W Low: 1/22/2024 0.076
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   253.58%
Volatility 6M:   246.33%
Volatility 1Y:   213.90%
Volatility 3Y:   -