UC WAR. CALL 12/25 BHP1/ DE000HD70F57 /
12/07/2024 21:45:42 | Chg.+0.2400 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8400EUR | +6.67% | 3.7400 Bid Size: 1,000 |
3.8500 Ask Size: 1,000 |
Bhp Group Limited OR... | 22.00 GBP | 17/12/2025 | Call |
Master data
WKN: | HD70F5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Bhp Group Limited ORD NPV (DI) |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 GBP |
Maturity: | 17/12/2025 |
Issue date: | 08/07/2024 |
Last trading day: | 16/12/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.13 |
Leverage: | Yes |
Calculated values
Fair value: | 4.33 |
---|---|
Intrinsic value: | 1.23 |
Implied volatility: | 0.19 |
Historic volatility: | 0.23 |
Parity: | 1.23 |
Time value: | 2.61 |
Break-even: | 29.99 |
Moneyness: | 1.05 |
Premium: | 0.10 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.11 |
Spread %: | 2.95% |
Delta: | 0.71 |
Theta: | 0.00 |
Omega: | 5.04 |
Rho: | 0.22 |
Quote data
Open: | 3.6400 |
---|---|
High: | 3.8700 |
Low: | 3.6400 |
Previous Close: | 3.6000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.40% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.8400 | 3.6000 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.7520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |