UniCredit Call 25 BHPLF 18.12.2024
/ DE000HC7P0P9
UniCredit Call 25 BHPLF 18.12.202.../ DE000HC7P0P9 /
8/12/2024 3:34:20 PM |
Chg.-0.010 |
Bid5:57:46 PM |
Ask5:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-3.13% |
0.300 Bid Size: 10,000 |
0.350 Ask Size: 10,000 |
BHP Group Limited |
25.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC7P0P |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BHP Group Limited |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
12/18/2024 |
Issue date: |
6/26/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
60.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.07 |
Historic volatility: |
0.23 |
Parity: |
-0.29 |
Time value: |
0.41 |
Break-even: |
25.41 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.10 |
Spread %: |
32.26% |
Delta: |
0.52 |
Theta: |
0.00 |
Omega: |
31.19 |
Rho: |
0.04 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.310 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+210.00% |
1 Month |
|
|
-65.17% |
3 Months |
|
|
-78.32% |
YTD |
|
|
-93.35% |
1 Year |
|
|
-88.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.100 |
1M High / 1M Low: |
0.890 |
0.100 |
6M High / 6M Low: |
2.220 |
0.100 |
High (YTD): |
1/2/2024 |
4.620 |
Low (YTD): |
8/5/2024 |
0.100 |
52W High: |
12/29/2023 |
4.660 |
52W Low: |
8/5/2024 |
0.100 |
Avg. price 1W: |
|
0.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.410 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.103 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
681.02% |
Volatility 6M: |
|
301.51% |
Volatility 1Y: |
|
224.28% |
Volatility 3Y: |
|
- |