UC WAR. CALL 12/24 BHP1/ DE000HD5HU97 /
| 2024-06-04 1:47:14 PM | Chg.-0.1200 | Bid2:38:30 PM | Ask2:38:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | -15.00% | 0.6700 Bid Size: 15,000 |
0.6900 Ask Size: 15,000 |
BHP Group Limited | 27.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD5HU9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 32.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.07 |
| Historic volatility: | 0.23 |
| Parity: | -0.06 |
| Time value: | 0.83 |
| Break-even: | 27.83 |
| Moneyness: | 1.00 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.11 |
| Spread %: | 15.28% |
| Delta: | 0.64 |
| Theta: | 0.00 |
| Omega: | 20.85 |
| Rho: | 0.09 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 0.8000 |
| Low: | 0.6800 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.66% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9800 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
