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UniCredit Call 42.5 BAS 18.12.202.../  DE000HB551U1  /

Frankfurt Zert./HVB
2024-05-31  7:31:08 PM Chg.+0.020 Bid9:57:46 PM Ask9:57:46 PM Underlying Strike price Expiration date Option type
0.780EUR +2.63% 0.790
Bid Size: 50,000		 0.800
Ask Size: 50,000		 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: 6.01
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.56
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 0.56
Time value: 0.24
Break-even: 50.50
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 11.11%
Delta: 0.78
Theta: -0.01
Omega: 4.66
Rho: 0.16
 

Quote data

Open: 0.760
High: 0.780
Low: 0.760
Previous Close: 0.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.36%
3 Months  
+21.88%
YTD
  -2.50%
1 Year  
+9.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.700
1M High / 1M Low: 0.960 0.700
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:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.841
Avg. volume 1M:   0.000
Avg. price 6M:   0.722
Avg. volume 6M:   0.000
Avg. price 1Y:   0.671
Avg. volume 1Y:   0.000
Volatility 1M:   74.86%
Volatility 6M:   107.92%
Volatility 1Y:   110.84%
Volatility 3Y:   -