UniCredit Call 24 BHPLF 18.12.2024
/ DE000HD5HU89
UniCredit Call 24 BHPLF 18.12.202.../ DE000HD5HU89 /
2024-10-17 11:35:15 AM |
Chg.-0.220 |
Bid11:59:35 AM |
Ask11:59:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-31.88% |
0.470 Bid Size: 20,000 |
0.490 Ask Size: 20,000 |
BHP Group Limited |
24.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD5HU8 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BHP Group Limited |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.71 |
Intrinsic value: |
2.39 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
2.39 |
Time value: |
-1.60 |
Break-even: |
24.79 |
Moneyness: |
1.10 |
Premium: |
-0.06 |
Premium p.a.: |
-0.31 |
Spread abs.: |
0.11 |
Spread %: |
16.18% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.460 |
High: |
0.480 |
Low: |
0.460 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-39.74% |
1 Month |
|
|
+113.64% |
3 Months |
|
|
-41.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.650 |
1M High / 1M Low: |
1.310 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
444.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |