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UniCredit Call 48.5 BAS 19.06.202.../  DE000HC1S6H6  /

Frankfurt Zert./HVB
2024-06-03  11:35:03 AM Chg.0.000 Bid11:41:14 AM Ask11:41:14 AM Underlying Strike price Expiration date Option type
0.083EUR 0.00% 0.083
Bid Size: 500,000		 0.088
Ask Size: 500,000		 BASF SE NA O.N. 48.50 - 2024-06-19 Call
 

Master data

WKN: HC1S6H
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 48.50 -
Maturity: 2024-06-19
Issue date: 2022-11-14
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.01
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.01
Time value: 0.11
Break-even: 49.60
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.51
Theta: -0.04
Omega: 22.44
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.083
Previous Close: 0.083
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.15%
1 Month
  -60.48%
3 Months
  -48.13%
YTD
  -74.85%
1 Year
  -80.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.058
1M High / 1M Low: 0.260 0.058
6M High / 6M Low: 0.640 0.058
High (YTD): 2024-04-04 0.640
Low (YTD): 2024-05-29 0.058
52W High: 2024-04-04 0.640
52W Low: 2024-05-29 0.058
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   0.000
Avg. price 1Y:   0.238
Avg. volume 1Y:   0.000
Volatility 1M:   294.90%
Volatility 6M:   273.51%
Volatility 1Y:   231.20%
Volatility 3Y:   -