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UniCredit Call 42.5 BAS 18.12.202.../  DE000HB551U1  /

Frankfurt Zert./HVB
2024-05-21  10:05:41 AM Chg.-0.010 Bid10:13:03 AM Ask10:13:03 AM Underlying Strike price Expiration date Option type
0.850EUR -1.16% 0.840
Bid Size: 300,000		 0.850
Ask Size: 300,000		 BASF SE NA O.N. 42.50 - 2024-12-18 Call
 

Master data

WKN: HB551U
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 42.50 -
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.66
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.68
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.68
Time value: 0.19
Break-even: 51.20
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.83
Theta: -0.01
Omega: 4.68
Rho: 0.19
 

Quote data

Open: 0.860
High: 0.860
Low: 0.850
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.41%
1 Month  
+3.66%
3 Months  
+51.79%
YTD  
+6.25%
1 Year
  -8.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.850
1M High / 1M Low: 0.960 0.850
6M High / 6M Low: 1.240 0.350
High (YTD): 2024-04-04 1.240
Low (YTD): 2024-01-22 0.350
52W High: 2024-04-04 1.240
52W Low: 2024-01-22 0.350
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   0.881
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   0.673
Avg. volume 1Y:   0.000
Volatility 1M:   59.70%
Volatility 6M:   111.49%
Volatility 1Y:   111.22%
Volatility 3Y:   -