UniCredit Call 47 BAS 19.06.2024
/ DE000HC4VXL5
UniCredit Call 47 BAS 19.06.2024/ DE000HC4VXL5 /
| 2024-06-03 10:13:08 AM |
Chg.+0.03 |
Bid11:24:33 AM |
Ask11:24:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+1.66% |
1.81
Bid Size: 40,000 |
1.83
Ask Size: 40,000 |
BASF SE NA O.N. |
47.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC4VXL |
| 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: |
2023-03-09 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
24.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
1.41 |
| Time value: |
0.53 |
| Break-even: |
48.94 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
2.65% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
18.13 |
| Rho: |
0.01 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.62% |
| 1 Month |
|
|
-25.20% |
| 3 Months |
|
|
+42.64% |
| YTD |
|
|
-6.12% |
| 1 Year |
|
|
-8.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.27 |
| 1M High / 1M Low: |
2.99 |
1.27 |
| 6M High / 6M Low: |
3.53 |
0.55 |
| High (YTD): |
2024-04-04 |
3.53 |
| Low (YTD): |
2024-01-22 |
0.55 |
| 52W High: |
2024-04-04 |
3.53 |
| 52W Low: |
2024-01-22 |
0.55 |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
217.23% |
| Volatility 6M: |
|
190.24% |
| Volatility 1Y: |
|
169.51% |
| Volatility 3Y: |
|
- |
