UC WAR. CALL 06/24 BHP1/ DE000HC7UPR3 /
| 2024-06-04 9:45:41 PM | Chg.-0.4100 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0800EUR | -27.52% | 1.0700 Bid Size: 3,000 |
1.1800 Ask Size: 3,000 |
BHP Group Limited | 22.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7UPR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-07-03 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.97 |
|---|---|
| Intrinsic value: | 4.94 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 4.94 |
| Time value: | -3.42 |
| Break-even: | 23.52 |
| Moneyness: | 1.22 |
| Premium: | -0.13 |
| Premium p.a.: | -0.96 |
| Spread abs.: | 0.11 |
| Spread %: | 7.80% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.4900 |
|---|---|
| High: | 1.4900 |
| Low: | 1.0700 |
| Previous Close: | 1.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -43.16% | ||
|---|---|---|---|
| 1 Month | -26.03% | ||
| 3 Months | -41.94% | ||
| YTD | -82.61% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0700 | 1.4900 |
|---|---|---|
| 1M High / 1M Low: | 2.9800 | 1.3900 |
| 6M High / 6M Low: | 6.3300 | 1.3900 |
| High (YTD): | 2024-01-02 | 6.3300 |
| Low (YTD): | 2024-05-06 | 1.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9262 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8827 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 263.23% | |
| Volatility 6M: | 173.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
