UC WAR. CALL 03/25 BHP1/ DE000HD78010 /
| 2024-10-17 9:46:10 AM | Chg.-0.1500 | Bid10:08:25 AM | Ask10:08:25 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -28.30% | 0.3900 Bid Size: 20,000 |
0.4100 Ask Size: 20,000 |
Bhp Group Limited OR... | 27.00 GBP | 2025-03-19 | Call |
Master data
| WKN: | HD7801 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.00 GBP |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 44.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | -5.90 |
| Time value: | 0.59 |
| Break-even: | 32.88 |
| Moneyness: | 0.82 |
| Premium: | 0.25 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.11 |
| Spread %: | 22.92% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 9.39 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2800 |
|---|---|
| High: | 0.3800 |
| Low: | 0.2800 |
| Previous Close: | 0.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.91% | ||
|---|---|---|---|
| 1 Month | +80.95% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5241 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 361.06% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
