UniCredit Call 26 BHP 18.06.2025
/ DE000HD78036
UniCredit Call 26 BHP 18.06.2025/ DE000HD78036 /
10/17/2024 10:50:41 AM |
Chg.-0.170 |
Bid10:56:55 AM |
Ask10:56:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-16.04% |
0.880 Bid Size: 20,000 |
0.900 Ask Size: 20,000 |
Bhp Group Limited OR... |
26.00 GBP |
6/18/2025 |
Call |
Master data
WKN: |
HD7803 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 GBP |
Maturity: |
6/18/2025 |
Issue date: |
7/22/2024 |
Last trading day: |
6/17/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-4.71 |
Time value: |
1.17 |
Break-even: |
32.26 |
Moneyness: |
0.85 |
Premium: |
0.22 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.11 |
Spread %: |
10.38% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
7.21 |
Rho: |
0.05 |
Quote data
Open: |
0.860 |
High: |
0.890 |
Low: |
0.860 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.54% |
1 Month |
|
|
+81.63% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.020 |
1M High / 1M Low: |
1.520 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.108 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |