UniCredit Call 20 BHP 18.06.2025
/ DE000HD78028
UniCredit Call 20 BHP 18.06.2025/ DE000HD78028 /
| 17/10/2024 13:57:16 |
Chg.-0.61 |
Bid14:31:26 |
Ask14:31:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.63EUR |
-14.39% |
3.64
Bid Size: 10,000 |
3.66
Ask Size: 10,000 |
Bhp Group Limited OR... |
20.00 GBP |
18/06/2025 |
Call |
Master data
| WKN: |
HD7802 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 GBP |
| Maturity: |
18/06/2025 |
| Issue date: |
22/07/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
2.47 |
| Time value: |
1.88 |
| Break-even: |
28.27 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.11 |
| Spread %: |
2.59% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.38 |
| Rho: |
0.10 |
Quote data
| Open: |
3.64 |
| High: |
3.64 |
| Low: |
3.63 |
| Previous Close: |
4.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.99% |
| 1 Month |
|
|
+46.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.49 |
4.06 |
| 1M High / 1M Low: |
5.28 |
2.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
