UC WAR. CALL 12/24 BHP1/ DE000HC9AB20 /
7/12/2024 9:45:47 PM | Chg.+0.0200 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3400EUR | +6.25% | 0.2800 Bid Size: 10,000 |
0.3900 Ask Size: 10,000 |
BHP Group Limited | 28.00 - | 12/18/2024 | Call |
Master data
WKN: | HC9AB2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Call |
Strike price: | 28.00 - |
Maturity: | 12/18/2024 |
Issue date: | 9/18/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 70.22 |
Leverage: | Yes |
Calculated values
Fair value: | 1.58 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.07 |
Historic volatility: | 0.23 |
Parity: | -0.62 |
Time value: | 0.39 |
Break-even: | 28.39 |
Moneyness: | 0.98 |
Premium: | 0.04 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.11 |
Spread %: | 39.29% |
Delta: | 0.45 |
Theta: | 0.00 |
Omega: | 31.46 |
Rho: | 0.05 |
Quote data
Open: | 0.3200 |
---|---|
High: | 0.3400 |
Low: | 0.3200 |
Previous Close: | 0.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.07% | ||
---|---|---|---|
1 Month | -12.82% | ||
3 Months | -66.99% | ||
YTD | -88.70% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3600 | 0.3200 |
---|---|---|
1M High / 1M Low: | 0.4700 | 0.3200 |
6M High / 6M Low: | 1.7100 | 0.3200 |
High (YTD): | 1/2/2024 | 3.0700 |
Low (YTD): | 7/11/2024 | 0.3200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3671 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8100 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 179.93% | |
Volatility 6M: | 165.42% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |