UC WAR. CALL 12/24 BHP1/ DE000HC8UT76 /
| 04/06/2024 09:45:33 | Chg.-0.1200 | Bid10:14:03 | Ask10:14:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3000EUR | -2.71% | 4.1400 Bid Size: 8,000 |
4.1600 Ask Size: 8,000 |
BHP Group Limited | 20.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC8UT7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 21/08/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.39 |
|---|---|
| Intrinsic value: | 6.94 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 6.94 |
| Time value: | -2.48 |
| Break-even: | 24.46 |
| Moneyness: | 1.35 |
| Premium: | -0.09 |
| Premium p.a.: | -0.16 |
| Spread abs.: | 0.11 |
| Spread %: | 2.53% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.4200 |
|---|---|
| High: | 4.4200 |
| Low: | 4.3000 |
| Previous Close: | 4.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.60% | ||
|---|---|---|---|
| 1 Month | +3.86% | ||
| 3 Months | 0.00% | ||
| YTD | -50.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9700 | 4.4200 |
|---|---|---|
| 1M High / 1M Low: | 5.8200 | 4.0600 |
| 6M High / 6M Low: | 8.7600 | 3.7600 |
| High (YTD): | 02/01/2024 | 8.7600 |
| Low (YTD): | 15/03/2024 | 3.7600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.6940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.7538 | |
| Avg. volume 1M: | 1.1429 | |
| Avg. price 6M: | 5.4328 | |
| Avg. volume 6M: | .6400 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.78% | |
| Volatility 6M: | 87.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
