UC WAR. CALL 09/24 BHP1/ DE000HC9M2C4 /
2024-05-15 7:46:24 PM | Chg.0.0000 | Bid8:17:30 PM | Ask8:17:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0600EUR | 0.00% | 1.0200 Bid Size: 3,000 |
1.0900 Ask Size: 3,000 |
BHP Group Limited | 25.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9M2C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BHP Group Limited |
Type: | Warrant |
Option type: | Call |
Strike price: | 25.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-02 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 18.89 |
Leverage: | Yes |
Calculated values
Fair value: | 3.06 |
---|---|
Intrinsic value: | 2.20 |
Implied volatility: | - |
Historic volatility: | 0.24 |
Parity: | 2.20 |
Time value: | -0.76 |
Break-even: | 26.44 |
Moneyness: | 1.09 |
Premium: | -0.03 |
Premium p.a.: | -0.08 |
Spread abs.: | 0.43 |
Spread %: | 42.57% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.0700 |
---|---|
High: | 1.1900 |
Low: | 1.0600 |
Previous Close: | 1.0600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +24.71% | ||
---|---|---|---|
1 Month | -30.26% | ||
3 Months | -34.97% | ||
YTD | -75.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0600 | 0.8500 |
---|---|---|
1M High / 1M Low: | 1.5200 | 0.7900 |
6M High / 6M Low: | 4.3300 | 0.7900 |
High (YTD): | 2024-01-02 | 4.3300 |
Low (YTD): | 2024-05-02 | 0.7900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0743 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9542 | |
Avg. volume 6M: | 1.8226 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 221.30% | |
Volatility 6M: | 146.32% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |