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UniCredit Call 47 BAS 19.06.2024/  DE000HC24LY3  /

Frankfurt Zert./HVB
2024-06-03  1:25:24 PM Chg.-0.010 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.170EUR -5.56% 0.170
Bid Size: 400,000		 0.180
Ask Size: 400,000		 BASF SE NA O.N. 47.00 - 2024-06-19 Call
 

Master data

WKN: HC24LY
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 2024-06-19
Issue date: 2022-11-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.05
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.14
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 0.14
Time value: 0.07
Break-even: 49.10
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.70
Theta: -0.04
Omega: 16.10
Rho: 0.01
 

Quote data

Open: 0.210
High: 0.210
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -43.33%
3 Months
  -29.17%
YTD
  -58.54%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.130
1M High / 1M Low: 0.370 0.130
6M High / 6M Low: 0.780 0.087
High (YTD): 2024-04-04 0.780
Low (YTD): 2024-01-22 0.087
52W High: 2024-04-04 0.780
52W Low: 2024-01-22 0.087
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.306
Avg. volume 6M:   64.516
Avg. price 1Y:   0.309
Avg. volume 1Y:   31.496
Volatility 1M:   224.27%
Volatility 6M:   229.00%
Volatility 1Y:   202.16%
Volatility 3Y:   -