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UniCredit Put 48 BAS 19.06.2024/  DE000HC52B96  /

EUWAX
2024-06-03  10:42:01 AM Chg.-0.100 Bid2:13:06 PM Ask2:13:06 PM Underlying Strike price Expiration date Option type
0.640EUR -13.51% 0.740
Bid Size: 70,000		 0.760
Ask Size: 70,000		 BASF SE NA O.N. 48.00 - 2024-06-19 Put
 

Master data

WKN: HC52B9
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 48.00 -
Maturity: 2024-06-19
Issue date: 2023-03-16
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: -70.16
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -0.41
Time value: 0.69
Break-even: 47.31
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.67
Spread abs.: 0.05
Spread %: 7.81%
Delta: -0.41
Theta: -0.03
Omega: -28.50
Rho: -0.01
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.33%
1 Month
  -33.33%
3 Months
  -74.09%
YTD
  -68.93%
1 Year
  -71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.730
1M High / 1M Low: 1.310 0.610
6M High / 6M Low: 3.780 0.610
High (YTD): 2024-01-22 3.780
Low (YTD): 2024-05-15 0.610
52W High: 2023-10-25 3.790
52W Low: 2024-05-15 0.610
Avg. price 1W:   0.920
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   2.049
Avg. volume 6M:   0.000
Avg. price 1Y:   2.426
Avg. volume 1Y:   0.000
Volatility 1M:   363.63%
Volatility 6M:   214.52%
Volatility 1Y:   161.59%
Volatility 3Y:   -