UC WAR. CALL 06/25 BHP1/ DE000HD2F8W3 /
12/08/2024 13:45:20 | Chg.-0.0200 | Bid14:44:15 | Ask14:44:15 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4500EUR | -4.26% | 0.4500 Bid Size: 20,000 |
0.4700 Ask Size: 20,000 |
BHP Group Limited | 28.00 - | 18/06/2025 | Call |
Master data
WKN: | HD2F8W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Call |
Strike price: | 28.00 - |
Maturity: | 18/06/2025 |
Issue date: | 05/02/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 45.76 |
Leverage: | Yes |
Calculated values
Fair value: | 1.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.15 |
Historic volatility: | 0.23 |
Parity: | -3.29 |
Time value: | 0.54 |
Break-even: | 28.54 |
Moneyness: | 0.88 |
Premium: | 0.15 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.10 |
Spread %: | 22.73% |
Delta: | 0.27 |
Theta: | 0.00 |
Omega: | 12.47 |
Rho: | 0.05 |
Quote data
Open: | 0.4400 |
---|---|
High: | 0.4500 |
Low: | 0.4400 |
Previous Close: | 0.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.27% | ||
---|---|---|---|
1 Month | -54.55% | ||
3 Months | -67.63% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5200 | 0.4400 |
---|---|---|
1M High / 1M Low: | 0.9900 | 0.4400 |
6M High / 6M Low: | 1.9600 | 0.4400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5814 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2280 | |
Avg. volume 6M: | 21.2126 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 163.97% | |
Volatility 6M: | 138.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |