UC WAR. CALL 12/25 BHP1/ DE000HD8K0J4 /
| 10/17/2024 1:45:38 PM | Chg.-0.680 | Bid2:49:21 PM | Ask2:49:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.730EUR | -10.61% | 5.720 Bid Size: 8,000 |
5.740 Ask Size: 8,000 |
Bhp Group Limited OR... | 18.00 GBP | 12/17/2025 | Call |
Master data
| WKN: | HD8K0J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bhp Group Limited ORD NPV (DI) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 GBP |
| Maturity: | 12/17/2025 |
| Issue date: | 9/9/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.20 |
|---|---|
| Intrinsic value: | 4.86 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | 4.86 |
| Time value: | 1.65 |
| Break-even: | 28.04 |
| Moneyness: | 1.23 |
| Premium: | 0.06 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.11 |
| Spread %: | 1.72% |
| Delta: | 0.83 |
| Theta: | 0.00 |
| Omega: | 3.36 |
| Rho: | 0.18 |
Quote data
| Open: | 5.660 |
|---|---|
| High: | 5.750 |
| Low: | 5.660 |
| Previous Close: | 6.410 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.16% | ||
|---|---|---|---|
| 1 Month | +32.03% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.700 | 6.220 |
|---|---|---|
| 1M High / 1M Low: | 7.550 | 4.340 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.468 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.178 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
