UC WAR. CALL 09/24 BHP1/ DE000HD0H1P2 /
2024-06-04 9:45:29 PM | Chg.-0.0600 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1700EUR | -26.09% | 0.0600 Bid Size: 10,000 |
0.2700 Ask Size: 10,000 |
BHP Group Limited | 28.00 - | 2024-09-18 | Call |
Master data
WKN: | HD0H1P |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Call |
Strike price: | 28.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-11-06 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 86.90 |
Leverage: | Yes |
Calculated values
Fair value: | 1.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.11 |
Historic volatility: | 0.23 |
Parity: | -1.06 |
Time value: | 0.31 |
Break-even: | 28.31 |
Moneyness: | 0.96 |
Premium: | 0.05 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.22 |
Spread %: | 244.44% |
Delta: | 0.32 |
Theta: | 0.00 |
Omega: | 27.95 |
Rho: | 0.02 |
Quote data
Open: | 0.2300 |
---|---|
High: | 0.2300 |
Low: | 0.1700 |
Previous Close: | 0.2300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -43.33% | ||
---|---|---|---|
1 Month | -32.00% | ||
3 Months | -61.36% | ||
YTD | -93.31% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3000 | 0.2300 |
---|---|---|
1M High / 1M Low: | 0.4900 | 0.2300 |
6M High / 6M Low: | 2.6000 | 0.2300 |
High (YTD): | 2024-01-02 | 2.6000 |
Low (YTD): | 2024-06-03 | 0.2300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3176 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8482 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 208.63% | |
Volatility 6M: | 183.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |