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UniCredit Call 50.5 BAS 19.06.202.../  DE000HC2VYY0  /

EUWAX
2024-06-03  12:48:55 PM Chg.-0.003 Bid2:49:40 PM Ask2:49:40 PM Underlying Strike price Expiration date Option type
0.020EUR -13.04% 0.021
Bid Size: 700,000		 0.026
Ask Size: 700,000		 BASF SE NA O.N. 50.50 - 2024-06-19 Call
 

Master data

WKN: HC2VYY
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.50 -
Maturity: 2024-06-19
Issue date: 2023-01-04
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 138.31
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.21
Time value: 0.04
Break-even: 50.85
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 2.07
Spread abs.: 0.01
Spread %: 40.00%
Delta: 0.23
Theta: -0.03
Omega: 32.45
Rho: 0.00
 

Quote data

Open: 0.024
High: 0.024
Low: 0.020
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -81.82%
3 Months
  -78.49%
YTD
  -91.30%
1 Year
  -94.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.044 0.017
1M High / 1M Low: 0.140 0.017
6M High / 6M Low: 0.430 0.017
High (YTD): 2024-04-04 0.430
Low (YTD): 2024-05-29 0.017
52W High: 2024-04-04 0.430
52W Low: 2024-05-29 0.017
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   1,451.613
Avg. price 1Y:   0.163
Avg. volume 1Y:   708.661
Volatility 1M:   321.86%
Volatility 6M:   304.39%
Volatility 1Y:   257.58%
Volatility 3Y:   -