UC WAR. CALL 06/25 BHP1/ DE000HD2F8W3 /
2024-09-13 9:45:44 PM | Chg.+0.0200 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2900EUR | +7.41% | 0.2600 Bid Size: 10,000 |
0.3600 Ask Size: 10,000 |
BHP Group Limited | 28.00 - | 2025-06-18 | Call |
Master data
WKN: | HD2F8W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Call |
Strike price: | 28.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-02-05 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 66.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.77 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.16 |
Historic volatility: | 0.22 |
Parity: | -4.02 |
Time value: | 0.36 |
Break-even: | 28.36 |
Moneyness: | 0.86 |
Premium: | 0.18 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.10 |
Spread %: | 38.46% |
Delta: | 0.20 |
Theta: | 0.00 |
Omega: | 13.44 |
Rho: | 0.03 |
Quote data
Open: | 0.2700 |
---|---|
High: | 0.2900 |
Low: | 0.2700 |
Previous Close: | 0.2700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +61.11% | ||
---|---|---|---|
1 Month | -19.44% | ||
3 Months | -70.41% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2900 | 0.2000 |
---|---|---|
1M High / 1M Low: | 0.3900 | 0.1800 |
6M High / 6M Low: | 1.8400 | 0.1800 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2918 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0037 | |
Avg. volume 6M: | 19.5859 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 172.14% | |
Volatility 6M: | 146.62% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |