UniCredit Call 28 BHPLF 17.12.202.../  DE000HD6SMY1  /

Frankfurt Zert./HVB
8/12/2024  5:22:59 PM Chg.-0.030 Bid8/12/2024 Ask8/12/2024 Underlying Strike price Expiration date Option type
0.870EUR -3.33% 0.870
Bid Size: 20,000
0.890
Ask Size: 20,000
BHP Group Limited 28.00 - 12/17/2025 Call
 

Master data

WKN: HD6SMY
Issuer: UniCredit
Currency: EUR
Underlying: BHP Group Limited
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 12/17/2025
Issue date: 7/1/2024
Last trading day: 12/16/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 25.21
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.23
Parity: -3.29
Time value: 0.98
Break-even: 28.98
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.13
Spread abs.: 0.10
Spread %: 11.36%
Delta: 0.36
Theta: 0.00
Omega: 9.17
Rho: 0.11
 

Quote data

Open: 0.880
High: 0.880
Low: 0.840
Previous Close: 0.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month
  -44.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.810
1M High / 1M Low: 1.560 0.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   1.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -