UniCredit Call 22.5 BHP 18.09.2024
/ DE000HD77ZY9
UniCredit Call 22.5 BHP 18.09.202.../ DE000HD77ZY9 /
| 2024-08-12 7:00:11 PM |
Chg.-0.050 |
Bid7:00:11 PM |
Ask7:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-20.00% |
0.200
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
Bhp Group Limited OR... |
22.50 GBP |
2024-09-18 |
Call |
Master data
| WKN: |
HD77ZY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 GBP |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-07-22 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
70.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-1.59 |
| Time value: |
0.35 |
| Break-even: |
26.65 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.10 |
| Spread %: |
40.00% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
19.11 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.200 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.220 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| 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: |
|
- |
