UniCredit Call 19 BHP 19.03.2025
/ DE000HD80N06
UniCredit Call 19 BHP 19.03.2025/ DE000HD80N06 /
13/09/2024 19:28:12 |
Chg.+0.180 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
2.840EUR |
+6.77% |
2.820 Bid Size: 2,000 |
2.920 Ask Size: 2,000 |
Bhp Group Limited OR... |
19.00 GBP |
19/03/2025 |
Call |
Master data
WKN: |
HD80N0 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
19.00 GBP |
Maturity: |
19/03/2025 |
Issue date: |
19/08/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.59 |
Intrinsic value: |
1.47 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
1.47 |
Time value: |
1.46 |
Break-even: |
25.44 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.10 |
Spread %: |
3.53% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
5.66 |
Rho: |
0.07 |
Quote data
Open: |
2.750 |
High: |
2.900 |
Low: |
2.680 |
Previous Close: |
2.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+50.26% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.840 |
1.880 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |