UniCredit Call 21 BHP 18.09.2024
/ DE000HD77ZX1
UniCredit Call 21 BHP 18.09.2024/ DE000HD77ZX1 /
| 12/08/2024 19:00:11 |
Chg.-0.090 |
Bid20:02:54 |
Ask20:02:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-10.47% |
0.760
Bid Size: 5,000 |
0.820
Ask Size: 5,000 |
Bhp Group Limited OR... |
21.00 GBP |
18/09/2024 |
Call |
Master data
| WKN: |
HD77ZX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 GBP |
| Maturity: |
18/09/2024 |
| Issue date: |
22/07/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.17 |
| Time value: |
0.78 |
| Break-even: |
25.49 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.10 |
| Spread %: |
11.76% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
14.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.750 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.740 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| 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: |
|
- |
