UC WAR. CALL 06/25 BHP1/ DE000HD7TMX9 /
17/10/2024 11:45:23 | Chg.-0.3100 | Bid12:19:56 | Ask12:19:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4500EUR | -17.61% | 1.4400 Bid Size: 20,000 |
1.4600 Ask Size: 20,000 |
Bhp Group Limited OR... | 24.00 GBP | 18/06/2025 | Call |
Master data
WKN: | HD7TMX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Bhp Group Limited ORD NPV (DI) |
Type: | Warrant |
Option type: | Call |
Strike price: | 24.00 GBP |
Maturity: | 18/06/2025 |
Issue date: | 12/08/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 14.26 |
Leverage: | Yes |
Calculated values
Fair value: | 1.35 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.24 |
Parity: | -2.32 |
Time value: | 1.85 |
Break-even: | 30.55 |
Moneyness: | 0.92 |
Premium: | 0.16 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.11 |
Spread %: | 6.32% |
Delta: | 0.44 |
Theta: | -0.01 |
Omega: | 6.35 |
Rho: | 0.07 |
Quote data
Open: | 1.3700 |
---|---|
High: | 1.4500 |
Low: | 1.3700 |
Previous Close: | 1.7600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.33% | ||
---|---|---|---|
1 Month | +61.11% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9200 | 1.6900 |
---|---|---|
1M High / 1M Low: | 2.4600 | 0.8600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8120 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7186 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 236.65% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |