UniCredit Call 22 BHPLF 18.12.2024
/ DE000HC96EB4
UniCredit Call 22 BHPLF 18.12.202.../ DE000HC96EB4 /
| 18/06/2024 15:57:00 |
Chg.+0.110 |
Bid16:16:23 |
Ask16:16:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+5.45% |
2.110
Bid Size: 14,000 |
2.130
Ask Size: 14,000 |
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: |
12.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.79 |
| Intrinsic value: |
4.16 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
4.16 |
| Time value: |
-1.99 |
| Break-even: |
24.17 |
| Moneyness: |
1.19 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.11 |
| Spread %: |
5.34% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.090 |
| High: |
2.130 |
| Low: |
1.960 |
| Previous Close: |
2.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.18% |
| 1 Month |
|
|
-43.05% |
| 3 Months |
|
|
-19.32% |
| YTD |
|
|
-69.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
2.020 |
| 1M High / 1M Low: |
4.050 |
2.020 |
| 6M High / 6M Low: |
7.010 |
2.020 |
| High (YTD): |
02/01/2024 |
7.010 |
| Low (YTD): |
17/06/2024 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.47% |
| Volatility 6M: |
|
109.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
