UniCredit Call 21 BHP 18.12.2024
/ DE000HD77ZZ6
UniCredit Call 21 BHP 18.12.2024/ DE000HD77ZZ6 /
| 12/08/2024 16:57:44 |
Chg.-0.08 |
Bid16:59:51 |
Ask16:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
-5.16% |
1.47
Bid Size: 15,000 |
1.49
Ask Size: 15,000 |
Bhp Group Limited OR... |
21.00 GBP |
18/12/2024 |
Call |
Master data
| WKN: |
HD77ZZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 GBP |
| Maturity: |
18/12/2024 |
| Issue date: |
22/07/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.17 |
| Time value: |
1.48 |
| Break-even: |
26.19 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
6.45% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
8.71 |
| Rho: |
0.04 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.47 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.38 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
