UC WAR. PUT 12/25 BHP1/ DE000HD6SN19 /
2024-08-12 11:46:01 AM | Chg.-0.0200 | Bid1:06:19 PM | Ask1:06:19 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8800EUR | -0.69% | 2.8700 Bid Size: 20,000 |
2.8900 Ask Size: 20,000 |
BHP Group Limited | 20.00 - | 2025-12-17 | Put |
Master data
WKN: | HD6SN1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-07-01 |
Last trading day: | 2025-12-16 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -8.49 |
Leverage: | Yes |
Calculated values
Fair value: | 0.50 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.53 |
Historic volatility: | 0.23 |
Parity: | -4.71 |
Time value: | 2.91 |
Break-even: | 17.09 |
Moneyness: | 0.81 |
Premium: | 0.31 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.10 |
Spread %: | 3.56% |
Delta: | -0.23 |
Theta: | 0.00 |
Omega: | -1.98 |
Rho: | -0.12 |
Quote data
Open: | 2.8800 |
---|---|
High: | 2.8800 |
Low: | 2.8800 |
Previous Close: | 2.9000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.40% | ||
---|---|---|---|
1 Month | +32.11% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.1100 | 2.9000 |
---|---|---|
1M High / 1M Low: | 3.1100 | 2.1800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.9800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7276 | |
Avg. volume 1M: | 9.5238 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 76.51% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |