UC WAR. CALL 12/24 BHP1/ DE000HD77ZZ6 /
| 13/09/2024 21:46:08 | Chg.- | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | - | 1.0100 Bid Size: 4,000 |
1.1100 Ask Size: 4,000 |
Bhp Group Limited OR... | 21.00 GBP | 18/12/2024 | Call |
Master data
| WKN: | HD77ZZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21.00 GBP |
| Maturity: | 18/12/2024 |
| Issue date: | 22/07/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | -0.90 |
| Time value: | 1.11 |
| Break-even: | 25.99 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.10 |
| Spread %: | 9.90% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 9.81 |
| Rho: | 0.03 |
Quote data
| Open: | 0.9500 |
|---|---|
| High: | 1.0300 |
| Low: | 0.9500 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +53.73% | ||
|---|---|---|---|
| 1 Month | -6.36% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0300 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 1.4300 | 0.5700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9990 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 273.96% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
