UC WAR. CALL 03/25 BHP1/ DE000HD80N06 /
| 17/10/2024 13:46:13 | Chg.-0.7000 | Bid14:12:41 | Ask14:12:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2400EUR | -14.17% | 4.2600 Bid Size: 8,000 |
4.2800 Ask Size: 8,000 |
Bhp Group Limited OR... | 19.00 GBP | 19/03/2025 | Call |
Master data
| WKN: | HD80N0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 19.00 GBP |
| Maturity: | 19/03/2025 |
| Issue date: | 19/08/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.24 |
|---|---|
| Intrinsic value: | 3.66 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.24 |
| Parity: | 3.66 |
| Time value: | 1.38 |
| Break-even: | 27.76 |
| Moneyness: | 1.16 |
| Premium: | 0.05 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.11 |
| Spread %: | 2.23% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 4.04 |
| Rho: | 0.06 |
Quote data
| Open: | 4.1700 |
|---|---|
| High: | 4.2500 |
| Low: | 4.1700 |
| Previous Close: | 4.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.03% | ||
|---|---|---|---|
| 1 Month | +46.71% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.2300 | 4.7300 |
|---|---|---|
| 1M High / 1M Low: | 6.1500 | 2.8800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.9960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.7268 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 169.53% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
