UniCredit Call 26 BHPLF 19.03.2025
/ DE000HD6JBM8
UniCredit Call 26 BHPLF 19.03.202.../ DE000HD6JBM8 /
10/17/2024 10:15:23 AM |
Chg.-0.150 |
Bid1:32:28 PM |
Ask1:32:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-21.74% |
0.530 Bid Size: 20,000 |
0.550 Ask Size: 20,000 |
BHP Group Limited |
26.00 - |
3/19/2025 |
Call |
Master data
WKN: |
HD6JBM |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BHP Group Limited |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 - |
Maturity: |
3/19/2025 |
Issue date: |
6/24/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.04 |
Historic volatility: |
0.24 |
Parity: |
0.39 |
Time value: |
0.41 |
Break-even: |
26.79 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.11 |
Spread %: |
16.18% |
Delta: |
0.85 |
Theta: |
0.00 |
Omega: |
28.51 |
Rho: |
0.09 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.690 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.00% |
1 Month |
|
|
+116.00% |
3 Months |
|
|
-26.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.630 |
1M High / 1M Low: |
1.120 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.691 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |