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UniCredit Call 42.5 BAS 18.12.202.../  DE000HB551U1  /

Frankfurt Zert./HVB
2024-04-29  7:38:38 PM Chg.+0.020 Bid9:58:11 PM Ask9:58:11 PM Underlying Strike price Expiration date Option type
0.890EUR +2.30% 0.880
Bid Size: 60,000		 0.890
Ask Size: 60,000		 BASF SE NA O.N. 42.50 EUR 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 EUR
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.55
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.63
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.63
Time value: 0.25
Break-even: 51.30
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.80
Theta: -0.01
Omega: 4.42
Rho: 0.19
 

Quote data

Open: 0.870
High: 0.890
Low: 0.870
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.11%
1 Month
  -16.82%
3 Months  
+85.42%
YTD  
+11.25%
1 Year
  -1.11%
3 Years     -
5 Years     -
1W High / 1W Low: 0.900 0.850
1M High / 1M Low: 1.240 0.820
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:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   0.990
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   0.672
Avg. volume 1Y:   0.000
Volatility 1M:   86.35%
Volatility 6M:   121.52%
Volatility 1Y:   112.61%
Volatility 3Y:   -