UC WAR. CALL 06/25 BHP1/ DE000HD78028 /
| 2024-08-12 9:45:09 PM | Chg.-0.0800 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8600EUR | -2.72% | 2.8300 Bid Size: 2,000 |
2.9300 Ask Size: 2,000 |
Bhp Group Limited OR... | 20.00 GBP | 2025-06-18 | Call |
Master data
| WKN: | HD7802 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 GBP |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.17 |
|---|---|
| Intrinsic value: | 1.34 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | 1.34 |
| Time value: | 1.68 |
| Break-even: | 26.39 |
| Moneyness: | 1.06 |
| Premium: | 0.07 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.10 |
| Spread %: | 3.42% |
| Delta: | 0.71 |
| Theta: | 0.00 |
| Omega: | 5.78 |
| Rho: | 0.12 |
Quote data
| Open: | 2.8600 |
|---|---|
| High: | 2.8900 |
| Low: | 2.8400 |
| Previous Close: | 2.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.38% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0300 | 2.7400 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
