UC WAR. CALL 12/24 BHP1/ DE000HD1QY54 /
| 2024-05-22 9:01:03 AM | Chg.0.0000 | Bid9:20:20 AM | Ask9:20:20 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | 0.00% | 0.3100 Bid Size: 15,000 |
0.3300 Ask Size: 15,000 |
BHP Group Limited | 32.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1QY5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BHP Group Limited |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-08 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 66.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.24 |
| Parity: | -3.51 |
| Time value: | 0.43 |
| Break-even: | 32.43 |
| Moneyness: | 0.89 |
| Premium: | 0.14 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.11 |
| Spread %: | 34.38% |
| Delta: | 0.23 |
| Theta: | 0.00 |
| Omega: | 15.34 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3800 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.03% | ||
|---|---|---|---|
| 1 Month | -5.00% | ||
| 3 Months | -7.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3800 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2905 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.46% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
