UC WAR. PUT 12/24 BHP1/ DE000HC7P0T1 /
8/12/2024 7:45:32 PM | Chg.-0.0200 | Bid8:15:26 PM | Ask8:15:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2800EUR | -1.54% | 1.2400 Bid Size: 3,000 |
1.3000 Ask Size: 3,000 |
BHP Group Limited | 20.00 - | 12/18/2024 | Put |
Master data
WKN: | HC7P0T |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/26/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -18.72 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.62 |
Historic volatility: | 0.23 |
Parity: | -4.71 |
Time value: | 1.32 |
Break-even: | 18.68 |
Moneyness: | 0.81 |
Premium: | 0.24 |
Premium p.a.: | 0.86 |
Spread abs.: | 0.10 |
Spread %: | 8.20% |
Delta: | -0.21 |
Theta: | -0.01 |
Omega: | -3.99 |
Rho: | -0.02 |
Quote data
Open: | 1.2700 |
---|---|
High: | 1.2900 |
Low: | 1.2700 |
Previous Close: | 1.3000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.88% | ||
---|---|---|---|
1 Month | +75.34% | ||
3 Months | +20.75% | ||
YTD | +26.73% | ||
1 Year | -45.99% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5400 | 1.3000 |
---|---|---|
1M High / 1M Low: | 1.5400 | 0.7300 |
6M High / 6M Low: | 1.5900 | 0.6600 |
High (YTD): | 2/26/2024 | 1.5900 |
Low (YTD): | 7/4/2024 | 0.6600 |
52W High: | 8/18/2023 | 2.7800 |
52W Low: | 7/4/2024 | 0.6600 |
Avg. price 1W: | 1.3880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1476 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1137 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.4309 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 179.37% | |
Volatility 6M: | 136.12% | |
Volatility 1Y: | 110.94% | |
Volatility 3Y: | - |