UC WAR. CALL 12/24 BHP1/ DE000HD5HU97 /
| 8/12/2024 1:47:10 PM | Chg.-0.0100 | Bid1:54:18 PM | Ask1:54:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -5.88% | 0.1500 Bid Size: 20,000 |
0.1700 Ask Size: 20,000 |
BHP Group Limited | 27.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD5HU9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 5/13/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 107.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.23 |
| Parity: | -2.29 |
| Time value: | 0.23 |
| Break-even: | 27.23 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.10 |
| Spread %: | 76.92% |
| Delta: | 0.20 |
| Theta: | 0.00 |
| Omega: | 21.59 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1300 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -66.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2271 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 190.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
