UC WAR. CALL 09/24 BHP1/ DE000HD4W6Z7 /
| 31/05/2024 21:45:44 | Chg.-0.0100 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -2.50% | 0.2200 Bid Size: 10,000 |
0.6600 Ask Size: 10,000 |
BHP Group Limited | 27.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD4W6Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 22/04/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 40.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.54 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.24 |
| Parity: | 0.00 |
| Time value: | 0.66 |
| Break-even: | 27.66 |
| Moneyness: | 1.00 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.44 |
| Spread %: | 200.00% |
| Delta: | 0.60 |
| Theta: | 0.00 |
| Omega: | 24.73 |
| Rho: | 0.05 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4200 |
| Low: | 0.3900 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.30% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.3800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4668 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 213.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
