UC WAR. CALL 12/24 BHP1/ DE000HC9AB20 /
| 2024-07-12 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 - | 2024-12-18 | Call |
Master data
| WKN: | HC9AB2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-18 |
| Last trading day: | 2024-12-17 |
| 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): | 2024-01-02 | 3.0700 |
| Low (YTD): | 2024-07-11 | 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: | - |
