UniCredit Call 28 BHP 18.12.2024
/ DE000HC9AB20
UniCredit Call 28 BHP 18.12.2024/ DE000HC9AB20 /
| 2024-06-05 10:32:45 AM |
Chg.+0.080 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+17.78% |
0.530
Bid Size: 15,000 |
0.550
Ask Size: 15,000 |
BHP Group Limited |
28.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC9AB2 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BHP Group Limited |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.23 |
| Parity: |
-1.24 |
| Time value: |
0.55 |
| Break-even: |
28.55 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.11 |
| Spread %: |
25.00% |
| Delta: |
0.39 |
| Theta: |
0.00 |
| Omega: |
18.89 |
| Rho: |
0.05 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.33% |
| 1 Month |
|
|
-14.52% |
| 3 Months |
|
|
-23.19% |
| YTD |
|
|
-82.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.450 |
| 1M High / 1M Low: |
1.010 |
0.450 |
| 6M High / 6M Low: |
3.030 |
0.450 |
| High (YTD): |
2024-01-02 |
3.030 |
| Low (YTD): |
2024-06-04 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.208 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.81% |
| Volatility 6M: |
|
158.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
