UniCredit Call 52.5 BAS 19.06.202.../  DE000HC1LA91  /

EUWAX
2024-05-23  8:38:25 AM Chg.+0.001 Bid9:33:34 AM Ask9:33:34 AM Underlying Strike price Expiration date Option type
0.016EUR +6.67% 0.019
Bid Size: 700,000
0.024
Ask Size: 700,000
BASF SE NA O.N. 52.50 - 2024-06-19 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: 2024-06-19
Issue date: 2022-11-09
Last trading day: 2024-06-18
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: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -76.47%
3 Months
  -62.79%
YTD
  -90.00%
1 Year
  -94.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.015
1M High / 1M Low: 0.074 0.015
6M High / 6M Low: 0.280 0.015
High (YTD): 2024-04-04 0.280
Low (YTD): 2024-05-22 0.015
52W High: 2023-07-28 0.320
52W Low: 2024-05-22 0.015
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   645.161
Avg. price 1Y:   0.119
Avg. volume 1Y:   312.500
Volatility 1M:   259.14%
Volatility 6M:   324.61%
Volatility 1Y:   270.69%
Volatility 3Y:   -