UniCredit Call 21 BHP 18.12.2024
/ DE000HD77ZZ6
UniCredit Call 21 BHP 18.12.2024/ DE000HD77ZZ6 /
| 10/16/2024 8:16:16 PM |
Chg.- |
Bid2:04:45 PM |
Ask2:04:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.51EUR |
- |
1.91
Bid Size: 12,000 |
1.93
Ask Size: 12,000 |
Bhp Group Limited OR... |
21.00 GBP |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
7/22/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
1.27 |
| Time value: |
1.35 |
| Break-even: |
27.73 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.11 |
| Spread %: |
4.38% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
6.59 |
| Rho: |
0.02 |
Quote data
| Open: |
2.41 |
| High: |
2.60 |
| Low: |
2.41 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.95% |
| 1 Month |
|
|
+143.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.33 |
| 1M High / 1M Low: |
3.60 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
