UniCredit Call 20 BHP 19.03.2025
/ DE000HD78002
UniCredit Call 20 BHP 19.03.2025/ DE000HD78002 /
| 9/13/2024 7:39:19 PM |
Chg.+0.160 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+8.04% |
2.120
Bid Size: 2,000 |
2.220
Ask Size: 2,000 |
Bhp Group Limited OR... |
20.00 GBP |
3/19/2025 |
Call |
Master data
| WKN: |
HD7800 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 GBP |
| Maturity: |
3/19/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.29 |
| Time value: |
1.93 |
| Break-even: |
25.92 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
4.72% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
6.46 |
| Rho: |
0.06 |
Quote data
| Open: |
2.050 |
| High: |
2.160 |
| Low: |
2.000 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.45% |
| 1 Month |
|
|
-4.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.330 |
| 1M High / 1M Low: |
2.500 |
1.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
