UC WAR. CALL 06/24 BAS/ DE000HC1LA91 /
| 23/05/2024 11:40:19 | Chg.+0.0010 | Bid23/05/2024 | Ask23/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0210EUR | +5.00% | 0.0210 Bid Size: 700,000 |
0.0260 Ask Size: 700,000 |
BASF SE NA O.N. | 52.50 - | 19/06/2024 | Call |
Master data
| WKN: | HC1LA9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 52.50 - |
| Maturity: | 19/06/2024 |
| Issue date: | 09/11/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 88.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | -0.41 |
| Time value: | 0.06 |
| Break-even: | 53.05 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 2.46 |
| Spread abs.: | 0.04 |
| Spread %: | 243.75% |
| Delta: | 0.22 |
| Theta: | -0.03 |
| Omega: | 19.22 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0200 |
|---|---|
| High: | 0.0210 |
| Low: | 0.0200 |
| Previous Close: | 0.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.00% | ||
|---|---|---|---|
| 1 Month | -70.00% | ||
| 3 Months | -55.32% | ||
| YTD | -86.88% | ||
| 1 Year | -93.23% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0280 | 0.0200 |
|---|---|---|
| 1M High / 1M Low: | 0.0800 | 0.0200 |
| 6M High / 6M Low: | 0.2900 | 0.0200 |
| High (YTD): | 03/04/2024 | 0.2900 |
| Low (YTD): | 22/05/2024 | 0.0200 |
| 52W High: | 28/07/2023 | 0.3300 |
| 52W Low: | 22/05/2024 | 0.0200 |
| Avg. price 1W: | 0.0240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0480 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0871 | |
| Avg. volume 6M: | .7258 | |
| Avg. price 1Y: | 0.1250 | |
| Avg. volume 1Y: | .3516 | |
| Volatility 1M: | 234.21% | |
| Volatility 6M: | 306.29% | |
| Volatility 1Y: | 254.78% | |
| Volatility 3Y: | - |
