UC WAR. CALL 09/24 BHP1/ DE000HD4W6Z7 /
14/06/2024 21:46:16 | Chg.0.0000 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1800EUR | 0.00% | 0.1400 Bid Size: 10,000 |
0.2500 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: | 110.54 |
Leverage: | Yes |
Calculated values
Fair value: | 1.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.06 |
Historic volatility: | 0.23 |
Parity: | -0.47 |
Time value: | 0.24 |
Break-even: | 27.24 |
Moneyness: | 0.98 |
Premium: | 0.03 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.11 |
Spread %: | 84.62% |
Delta: | 0.41 |
Theta: | 0.00 |
Omega: | 44.88 |
Rho: | 0.03 |
Quote data
Open: | 0.1800 |
---|---|
High: | 0.1800 |
Low: | 0.1800 |
Previous Close: | 0.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -41.94% | ||
---|---|---|---|
1 Month | -64.71% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2800 | 0.1800 |
---|---|---|
1M High / 1M Low: | 0.7300 | 0.1800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3930 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 232.39% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |