UC WAR. CALL 12/24 BHP1/ DE000HC96EB4 /
| 2024-07-12 9:45:22 PM | Chg.+0.2500 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3900EUR | +11.68% | 2.2800 Bid Size: 2,000 |
2.3900 Ask Size: 2,000 |
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: | 11.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.83 |
|---|---|
| Intrinsic value: | 5.39 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 5.39 |
| Time value: | -3.00 |
| Break-even: | 24.39 |
| Moneyness: | 1.24 |
| Premium: | -0.11 |
| Premium p.a.: | -0.23 |
| Spread abs.: | 0.11 |
| Spread %: | 4.82% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.1700 |
|---|---|
| High: | 2.4100 |
| Low: | 2.1700 |
| Previous Close: | 2.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.15% | ||
|---|---|---|---|
| 1 Month | +6.70% | ||
| 3 Months | -36.27% | ||
| YTD | -65.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3900 | 2.1400 |
|---|---|---|
| 1M High / 1M Low: | 2.9300 | 2.0400 |
| 6M High / 6M Low: | 4.6600 | 2.0400 |
| High (YTD): | 2024-01-02 | 6.9500 |
| Low (YTD): | 2024-06-17 | 2.0400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3267 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1433 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 139.96% | |
| Volatility 6M: | 120.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
