UC WAR. CALL 12/24 BHP1/ DE000HC96EB4 /
| 2024-08-12 9:01:48 AM | Chg.-0.0600 | Bid9:19:23 AM | Ask9:19:23 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | -5.50% | 1.0400 Bid Size: 12,000 |
1.0600 Ask Size: 12,000 |
BHP Group Limited | 22.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC96EB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.27 |
|---|---|
| Intrinsic value: | 2.71 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 2.71 |
| Time value: | -1.53 |
| Break-even: | 23.18 |
| Moneyness: | 1.12 |
| Premium: | -0.06 |
| Premium p.a.: | -0.17 |
| Spread abs.: | 0.10 |
| Spread %: | 9.26% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0300 |
| Low: | 1.0300 |
| Previous Close: | 1.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.98% | ||
|---|---|---|---|
| 1 Month | -56.90% | ||
| 3 Months | -65.44% | ||
| YTD | -84.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.3900 | 1.0000 |
| 6M High / 6M Low: | 4.0500 | 1.0000 |
| High (YTD): | 2024-01-02 | 6.9500 |
| Low (YTD): | 2024-08-07 | 1.0000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3486 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6972 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 174.25% | |
| Volatility 6M: | 136.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
