UC WAR. CALL 09/24 BHP1/ DE000HC9M2B6 /
| 18/06/2024 17:47:15 | Chg.+0.0800 | Bid18:26:45 | Ask18:26:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5900EUR | +5.30% | 1.5800 Bid Size: 3,000 |
1.6300 Ask Size: 3,000 |
Bhp Group Limited OR... | 22.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9M2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 02/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.43 |
|---|---|
| Intrinsic value: | 4.16 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 4.16 |
| Time value: | -2.55 |
| Break-even: | 23.61 |
| Moneyness: | 1.19 |
| Premium: | -0.10 |
| Premium p.a.: | -0.33 |
| Spread abs.: | 0.10 |
| Spread %: | 6.62% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.5600 |
|---|---|
| High: | 1.5900 |
| Low: | 1.4600 |
| Previous Close: | 1.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.47% | ||
|---|---|---|---|
| 1 Month | -52.25% | ||
| 3 Months | -29.33% | ||
| YTD | -75.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8100 | 1.5100 |
|---|---|---|
| 1M High / 1M Low: | 3.6500 | 1.5100 |
| 6M High / 6M Low: | 6.7100 | 1.5100 |
| High (YTD): | 02/01/2024 | 6.7100 |
| Low (YTD): | 17/06/2024 | 1.5100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4071 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2785 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.38% | |
| Volatility 6M: | 131.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
