UniCredit Put 30 BHP 18.09.2024
/ DE000HD1H986
UniCredit Put 30 BHP 18.09.2024/ DE000HD1H986 /
30/04/2024 09:56:10 |
Chg.- |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
8.78EUR |
- |
- Bid Size: - |
- Ask Size: - |
BHP Group Limited |
30.00 - |
18/09/2024 |
Put |
Master data
WKN: |
HD1H98 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BHP Group Limited |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 - |
Maturity: |
18/09/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
30/04/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.24 |
Intrinsic value: |
1.51 |
Implied volatility: |
1.28 |
Historic volatility: |
0.24 |
Parity: |
1.51 |
Time value: |
7.38 |
Break-even: |
21.12 |
Moneyness: |
1.05 |
Premium: |
0.26 |
Premium p.a.: |
1.01 |
Spread abs.: |
-0.20 |
Spread %: |
-2.20% |
Delta: |
-0.38 |
Theta: |
-0.03 |
Omega: |
-1.21 |
Rho: |
-0.06 |
Quote data
Open: |
8.78 |
High: |
8.78 |
Low: |
8.78 |
Previous Close: |
8.84 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+15.53% |
3 Months |
|
|
-2.98% |
YTD |
|
|
+70.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
8.84 |
7.43 |
6M High / 6M Low: |
- |
- |
High (YTD): |
15/03/2024 |
9.56 |
Low (YTD): |
02/01/2024 |
5.03 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
8.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |