UC WAR. CALL 12/24 BHP1/ DE000HC96EB4 /
| 04/06/2024 19:45:13 | Chg.-0.3700 | Bid20:16:01 | Ask20:16:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5000EUR | -12.89% | 2.5100 Bid Size: 2,000 |
2.5700 Ask Size: 2,000 |
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: | 9.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.57 |
|---|---|
| Intrinsic value: | 4.94 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 4.94 |
| Time value: | -2.04 |
| Break-even: | 24.90 |
| Moneyness: | 1.22 |
| Premium: | -0.08 |
| Premium p.a.: | -0.14 |
| Spread abs.: | 0.11 |
| Spread %: | 3.94% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.8700 |
|---|---|
| High: | 2.8700 |
| Low: | 2.5000 |
| Previous Close: | 2.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.63% | ||
|---|---|---|---|
| 1 Month | -8.09% | ||
| 3 Months | -13.79% | ||
| YTD | -63.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3200 | 2.8700 |
|---|---|---|
| 1M High / 1M Low: | 4.0500 | 2.6800 |
| 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: | 3.1719 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8970 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.40% | |
| Volatility 6M: | 103.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
