UC WAR. CALL 12/25 BHP1/ DE000HD70F57 /
| 17/10/2024 09:00:44 | Chg.-0.5300 | Bid09:38:01 | Ask09:38:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9400EUR | -15.27% | 2.9800 Bid Size: 14,000 |
3.0000 Ask Size: 14,000 |
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: | 7.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.18 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | 0.08 |
| Time value: | 3.49 |
| Break-even: | 29.88 |
| Moneyness: | 1.00 |
| Premium: | 0.13 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.11 |
| Spread %: | 3.18% |
| Delta: | 0.61 |
| Theta: | 0.00 |
| Omega: | 4.53 |
| Rho: | 0.15 |
Quote data
| Open: | 2.9400 |
|---|---|
| High: | 2.9400 |
| Low: | 2.9400 |
| Previous Close: | 3.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.42% | ||
|---|---|---|---|
| 1 Month | +38.03% | ||
| 3 Months | -6.96% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7000 | 3.3700 |
|---|---|---|
| 1M High / 1M Low: | 4.3400 | 2.1300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.5440 | |
| Avg. volume 1W: | 54 | |
| Avg. price 1M: | 3.3591 | |
| Avg. volume 1M: | 12.2727 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 154.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
