UniCredit Call 21 BHP 19.03.2025
/ DE000HD7TMW1
UniCredit Call 21 BHP 19.03.2025/ DE000HD7TMW1 /
10/17/2024 1:41:54 PM |
Chg.-0.560 |
Bid2:12:38 PM |
Ask2:12:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.560EUR |
-17.95% |
2.580 Bid Size: 12,000 |
2.600 Ask Size: 12,000 |
Bhp Group Limited OR... |
21.00 GBP |
3/19/2025 |
Call |
Master data
WKN: |
HD7TMW |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
21.00 GBP |
Maturity: |
3/19/2025 |
Issue date: |
8/12/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.49 |
Intrinsic value: |
1.27 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
1.27 |
Time value: |
1.98 |
Break-even: |
28.36 |
Moneyness: |
1.05 |
Premium: |
0.07 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.11 |
Spread %: |
3.50% |
Delta: |
0.65 |
Theta: |
-0.01 |
Omega: |
5.28 |
Rho: |
0.06 |
Quote data
Open: |
2.540 |
High: |
2.630 |
Low: |
2.540 |
Previous Close: |
3.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.25% |
1 Month |
|
|
+61.01% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.370 |
2.980 |
1M High / 1M Low: |
4.140 |
1.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.190 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |