UniCredit Call 21 BHP 18.12.2024
/ DE000HD77ZZ6
UniCredit Call 21 BHP 18.12.2024/ DE000HD77ZZ6 /
16/10/2024 20:16:16 |
Chg.- |
Bid12:44:12 |
Ask12:44:12 |
Underlying |
Strike price |
Expiration date |
Option type |
2.51EUR |
- |
1.89 Bid Size: 12,000 |
1.91 Ask Size: 12,000 |
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: |
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: |
|
- |