UniCredit Call 22 BHPLF 18.12.2024
/ DE000HC96EB4
UniCredit Call 22 BHPLF 18.12.202.../ DE000HC96EB4 /
| 17/10/2024 09:57:15 |
Chg.-0.48 |
Bid10:07:46 |
Ask10:07:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-27.75% |
1.25
Bid Size: 15,000 |
1.27
Ask Size: 15,000 |
BHP Group Limited |
22.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC96EB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BHP Group Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/09/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.53 |
| Intrinsic value: |
4.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
4.39 |
| Time value: |
-2.56 |
| Break-even: |
23.83 |
| Moneyness: |
1.20 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.45 |
| Spread abs.: |
0.11 |
| Spread %: |
6.40% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.38% |
| 1 Month |
|
|
+98.41% |
| 3 Months |
|
|
-24.70% |
| YTD |
|
|
-81.78% |
| 1 Year |
|
|
-73.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.58 |
| 1M High / 1M Low: |
2.71 |
0.59 |
| 6M High / 6M Low: |
4.00 |
0.30 |
| High (YTD): |
02/01/2024 |
6.98 |
| Low (YTD): |
06/09/2024 |
0.30 |
| 52W High: |
02/01/2024 |
6.98 |
| 52W Low: |
06/09/2024 |
0.30 |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
36.88 |
| Avg. price 1Y: |
|
3.07 |
| Avg. volume 1Y: |
|
18.73 |
| Volatility 1M: |
|
345.48% |
| Volatility 6M: |
|
237.59% |
| Volatility 1Y: |
|
179.87% |
| Volatility 3Y: |
|
- |
