UniCredit Call 51 BAS 19.06.2024/  DE000HC1S6J2  /

Frankfurt Zert./HVB
2024-06-03  12:33:59 PM Chg.-0.002 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.014EUR -12.50% 0.014
Bid Size: 700,000
0.019
Ask Size: 700,000
BASF SE NA O.N. 51.00 - 2024-06-19 Call
 

Master data

WKN: HC1S6J
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 51.00 -
Maturity: 2024-06-19
Issue date: 2022-11-14
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 179.30
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.26
Time value: 0.03
Break-even: 51.27
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 2.70
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.19
Theta: -0.02
Omega: 33.77
Rho: 0.00
 

Quote data

Open: 0.016
High: 0.017
Low: 0.014
Previous Close: 0.016
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -58.82%
1 Month
  -84.78%
3 Months
  -82.72%
YTD
  -93.33%
1 Year
  -95.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.012
1M High / 1M Low: 0.120 0.012
6M High / 6M Low: 0.410 0.012
High (YTD): 2024-04-04 0.410
Low (YTD): 2024-05-29 0.012
52W High: 2024-04-04 0.410
52W Low: 2024-05-29 0.012
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   0.000
Avg. price 1Y:   0.149
Avg. volume 1Y:   175.591
Volatility 1M:   324.14%
Volatility 6M:   322.73%
Volatility 1Y:   267.76%
Volatility 3Y:   -