UC WAR. CALL 12/24 BHP1/ DE000HC96EB4 /
8/12/2024 5:45:13 PM | Chg.-0.0800 | Bid6:06:42 PM | Ask6:06:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0100EUR | -7.34% | 1.0200 Bid Size: 6,000 |
1.0700 Ask Size: 6,000 |
BHP Group Limited | 22.00 - | 12/18/2024 | Call |
Master data
WKN: | HC96EB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 - |
Maturity: | 12/18/2024 |
Issue date: | 9/11/2023 |
Last trading day: | 12/17/2024 |
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: | 1.0500 |
Low: | 1.0100 |
Previous Close: | 1.0900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.98% | ||
---|---|---|---|
1 Month | -57.74% | ||
3 Months | -66.11% | ||
YTD | -85.26% | ||
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): | 1/2/2024 | 6.9500 |
Low (YTD): | 8/7/2024 | 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: | - |