UniCredit Call 25 BHP 18.12.2024
/ DE000HC7P0P9
UniCredit Call 25 BHP 18.12.2024/ DE000HC7P0P9 /
12/08/2024 20:51:43 |
Chg.- |
Bid10:08:46 |
Ask10:08:46 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
- |
0.300 Bid Size: 20,000 |
0.320 Ask Size: 20,000 |
BHP Group Limited |
25.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7P0P |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BHP Group Limited |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
18/12/2024 |
Issue date: |
26/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
66.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.23 |
Parity: |
-0.43 |
Time value: |
0.37 |
Break-even: |
25.37 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.10 |
Spread %: |
37.04% |
Delta: |
0.47 |
Theta: |
0.00 |
Omega: |
30.97 |
Rho: |
0.04 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.280 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+180.00% |
1 Month |
|
|
-68.54% |
3 Months |
|
|
-79.71% |
YTD |
|
|
-93.99% |
1 Year |
|
|
-90.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.260 |
1M High / 1M Low: |
0.750 |
0.100 |
6M High / 6M Low: |
2.170 |
0.100 |
High (YTD): |
02/01/2024 |
4.620 |
Low (YTD): |
05/08/2024 |
0.100 |
52W High: |
29/12/2023 |
4.660 |
52W Low: |
05/08/2024 |
0.100 |
Avg. price 1W: |
|
0.297 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.379 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.262 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.095 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
680.05% |
Volatility 6M: |
|
301.39% |
Volatility 1Y: |
|
224.18% |
Volatility 3Y: |
|
- |