UC WAR. CALL 12/25 BHP1/ DE000HD6SN01 /
9/13/2024 9:46:05 PM | Chg.+0.0300 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3300EUR | +10.00% | 0.3000 Bid Size: 10,000 |
0.4000 Ask Size: 10,000 |
BHP Group Limited | 32.00 - | 12/17/2025 | Call |
Master data
WKN: | HD6SN0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.00 - |
Maturity: | 12/17/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 59.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.60 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.22 |
Parity: | -8.02 |
Time value: | 0.40 |
Break-even: | 32.40 |
Moneyness: | 0.75 |
Premium: | 0.35 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.10 |
Spread %: | 33.33% |
Delta: | 0.16 |
Theta: | 0.00 |
Omega: | 9.50 |
Rho: | 0.04 |
Quote data
Open: | 0.3000 |
---|---|
High: | 0.3300 |
Low: | 0.3000 |
Previous Close: | 0.3000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +37.50% | ||
---|---|---|---|
1 Month | -17.50% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3300 | 0.2400 |
---|---|---|
1M High / 1M Low: | 0.4600 | 0.2400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2760 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3555 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 140.66% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |