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UniCredit Call 51 BAS 19.06.2024/  DE000HC4T0T0  /

Frankfurt Zert./HVB
2024-05-03  7:39:47 PM Chg.+0.040 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
0.840EUR +5.00% 0.840
Bid Size: 6,000		 0.870
Ask Size: 6,000		 BASF SE NA O.N. 51.00 EUR 2024-06-19 Call
 

Master data

WKN: HC4T0T
Issuer: UniCredit
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 51.00 EUR
Maturity: 2024-06-19
Issue date: 2023-03-07
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 56.40
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -1.93
Time value: 0.87
Break-even: 51.87
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 3.57%
Delta: 0.35
Theta: -0.02
Omega: 19.69
Rho: 0.02
 

Quote data

Open: 0.760
High: 0.900
Low: 0.730
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month
  -57.58%
3 Months  
+127.03%
YTD
  -22.94%
1 Year
  -47.17%
3 Years     -
5 Years     -
1W High / 1W Low: 0.950 0.800
1M High / 1M Low: 1.980 0.800
6M High / 6M Low: 2.200 0.220
High (YTD): 2024-04-04 2.200
Low (YTD): 2024-01-22 0.220
52W High: 2024-04-04 2.200
52W Low: 2024-01-22 0.220
Avg. price 1W:   0.875
Avg. volume 1W:   0.000
Avg. price 1M:   1.192
Avg. volume 1M:   0.000
Avg. price 6M:   0.760
Avg. volume 6M:   0.000
Avg. price 1Y:   0.893
Avg. volume 1Y:   0.000
Volatility 1M:   189.58%
Volatility 6M:   247.48%
Volatility 1Y:   206.47%
Volatility 3Y:   -