UniCredit Call 32 BHPLF 17.12.202.../  DE000HD6SN01  /

EUWAX
8/12/2024  7:27:05 PM Chg.-0.010 Bid8:00:22 PM Ask8:00:22 PM Underlying Strike price Expiration date Option type
0.460EUR -2.13% 0.450
Bid Size: 8,000
0.510
Ask Size: 8,000
BHP Group Limited 32.00 - 12/17/2025 Call
 

Master data

WKN: HD6SN0
Issuer: UniCredit
Currency: EUR
Underlying: BHP Group Limited
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 12/17/2025
Issue date: 7/1/2024
Last trading day: 12/16/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 44.13
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.23
Parity: -7.29
Time value: 0.56
Break-even: 32.56
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.23
Spread abs.: 0.10
Spread %: 21.74%
Delta: 0.20
Theta: 0.00
Omega: 8.90
Rho: 0.06
 

Quote data

Open: 0.480
High: 0.480
Low: 0.460
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month
  -47.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.870 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -