UniCredit Call 26 BHP 18.06.2025
/ DE000HD78036
UniCredit Call 26 BHP 18.06.2025/ DE000HD78036 /
| 17/10/2024 12:31:22 |
Chg.-0.200 |
Bid13:13:39 |
Ask13:13:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-18.87% |
0.860
Bid Size: 20,000 |
0.880
Ask Size: 20,000 |
Bhp Group Limited OR... |
26.00 GBP |
18/06/2025 |
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: |
18/06/2025 |
| Issue date: |
22/07/2024 |
| Last trading day: |
17/06/2025 |
| 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 |
|
|
-23.21% |
| 1 Month |
|
|
+75.51% |
| 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: |
|
- |
