UC WAR. CALL 09/24 BHP1/ DE000HD77ZY9 /
| 2024-08-12 5:46:12 PM | Chg.-0.0500 | Bid7:15:16 PM | Ask7:15:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | -18.52% | 0.2100 Bid Size: 10,000 |
0.2600 Ask Size: 10,000 |
Bhp Group Limited OR... | 22.50 GBP | 2024-09-18 | Call |
Master data
| WKN: | HD77ZY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.50 GBP |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 70.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -1.59 |
| Time value: | 0.35 |
| Break-even: | 26.65 |
| Moneyness: | 0.94 |
| Premium: | 0.08 |
| Premium p.a.: | 1.10 |
| Spread abs.: | 0.10 |
| Spread %: | 40.00% |
| Delta: | 0.27 |
| Theta: | -0.01 |
| Omega: | 19.11 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2100 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.14% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2860 | |
| 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: | - |
