UC WAR. PUT 12/24 BHP1/ DE000HC7P0T1 /
| 2024-08-12 3:45:25 PM | Chg.-0.0100 | Bid4:37:11 PM | Ask4:37:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | -0.77% | 1.3000 Bid Size: 20,000 |
1.3200 Ask Size: 20,000 |
BHP Group Limited | 20.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7P0T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| 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 | -16.23% | ||
|---|---|---|---|
| 1 Month | +76.71% | ||
| 3 Months | +21.70% | ||
| YTD | +27.72% | ||
| 1 Year | -45.57% | ||
| 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): | 2024-02-26 | 1.5900 |
| Low (YTD): | 2024-07-04 | 0.6600 |
| 52W High: | 2023-08-18 | 2.7800 |
| 52W Low: | 2024-07-04 | 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: | - |
