UC WAR. CALL 09/25 BHP1/ DE000HD95162 /
| 13/11/2024 09:45:18 | Chg.+0.1300 | Bid10:28:09 | Ask10:28:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0100EUR | +6.91% | 1.9900 Bid Size: 15,000 |
2.0100 Ask Size: 15,000 |
Bhp Group Limited OR... | 22.00 GBP | 17/09/2025 | Call |
Master data
| WKN: | HD9516 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 GBP |
| Maturity: | 17/09/2025 |
| Issue date: | 30/09/2024 |
| Last trading day: | 16/09/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -1.65 |
| Time value: | 1.96 |
| Break-even: | 28.36 |
| Moneyness: | 0.94 |
| Premium: | 0.15 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.10 |
| Spread %: | 5.38% |
| Delta: | 0.48 |
| Theta: | 0.00 |
| Omega: | 6.11 |
| Rho: | 0.08 |
Quote data
| Open: | 1.9300 |
|---|---|
| High: | 2.0100 |
| Low: | 1.9300 |
| Previous Close: | 1.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.47% | ||
|---|---|---|---|
| 1 Month | -39.64% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9800 | 1.8800 |
|---|---|---|
| 1M High / 1M Low: | 3.4100 | 1.8800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6414 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.93% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
