UC WAR. CALL 12/24 BHP1/ DE000HC96EB4 /
29/05/2024 09:45:54 | Chg.+0.2500 | Bid10:50:27 | Ask10:50:27 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.4400EUR | +7.84% | 3.4100 Bid Size: 10,000 |
3.4300 Ask Size: 10,000 |
BHP Group Limited | 22.00 - | 18/12/2024 | Call |
Master data
WKN: | HC96EB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/09/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.48 |
Leverage: | Yes |
Calculated values
Fair value: | 6.11 |
---|---|
Intrinsic value: | 5.48 |
Implied volatility: | - |
Historic volatility: | 0.24 |
Parity: | 5.48 |
Time value: | -2.24 |
Break-even: | 25.24 |
Moneyness: | 1.25 |
Premium: | -0.08 |
Premium p.a.: | -0.14 |
Spread abs.: | 0.11 |
Spread %: | 3.51% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 3.3500 |
---|---|
High: | 3.4400 |
Low: | 3.3500 |
Previous Close: | 3.1900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.33% | ||
---|---|---|---|
1 Month | +22.42% | ||
3 Months | +20.70% | ||
YTD | -49.78% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.1900 | 2.9200 |
---|---|---|
1M High / 1M Low: | 4.0500 | 2.6500 |
6M High / 6M Low: | 6.9500 | 2.4600 |
High (YTD): | 02/01/2024 | 6.9500 |
Low (YTD): | 15/03/2024 | 2.4600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.0920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.1038 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.9435 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 128.39% | |
Volatility 6M: | 104.93% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |