UC WAR. CALL 03/25 BHP1/ DE000HD78002 /
| 10/17/2024 9:45:55 AM | Chg.-0.6400 | Bid11:21:13 AM | Ask11:21:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3500EUR | -16.04% | 3.3400 Bid Size: 10,000 |
3.3600 Ask Size: 10,000 |
Bhp Group Limited OR... | 20.00 GBP | 3/19/2025 | Call |
Master data
| WKN: | HD7800 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 GBP |
| Maturity: | 3/19/2025 |
| Issue date: | 7/22/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.30 |
|---|---|
| Intrinsic value: | 2.47 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.24 |
| Parity: | 2.47 |
| Time value: | 1.62 |
| Break-even: | 28.01 |
| Moneyness: | 1.10 |
| Premium: | 0.06 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.11 |
| Spread %: | 2.76% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.63 |
| Rho: | 0.06 |
Quote data
| Open: | 3.3400 |
|---|---|
| High: | 3.3500 |
| Low: | 3.3400 |
| Previous Close: | 3.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.49% | ||
|---|---|---|---|
| 1 Month | +52.97% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2700 | 3.8100 |
|---|---|---|
| 1M High / 1M Low: | 5.1400 | 2.1800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8295 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 194.20% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
