UC WAR. CALL 12/24 BHP1/ DE000HC7P0P9 /
| 03/06/2024 13:45:49 | Chg.-0.0600 | Bid14:50:09 | Ask14:50:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3800EUR | -4.17% | 1.4300 Bid Size: 15,000 |
1.4500 Ask Size: 15,000 |
BHP Group Limited | 25.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7P0P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.30 |
|---|---|
| Intrinsic value: | 2.00 |
| Implied volatility: | - |
| Historic volatility: | 0.24 |
| Parity: | 2.00 |
| Time value: | -0.18 |
| Break-even: | 26.82 |
| Moneyness: | 1.08 |
| Premium: | -0.01 |
| Premium p.a.: | -0.01 |
| Spread abs.: | 0.44 |
| Spread %: | 31.88% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.4800 |
|---|---|
| High: | 1.4800 |
| Low: | 1.3800 |
| Previous Close: | 1.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.80% | ||
|---|---|---|---|
| 1 Month | +2.99% | ||
| 3 Months | -10.97% | ||
| YTD | -70.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6400 | 1.4400 |
|---|---|---|
| 1M High / 1M Low: | 2.1300 | 1.3400 |
| 6M High / 6M Low: | 4.7200 | 1.2300 |
| High (YTD): | 02/01/2024 | 4.7200 |
| Low (YTD): | 15/03/2024 | 1.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5762 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2506 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.58% | |
| Volatility 6M: | 123.89% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
