UniCredit Put 30 BHP 18.09.2024
/ DE000HD1H986
UniCredit Put 30 BHP 18.09.2024/ DE000HD1H986 /
| 2024-04-30 9:56:10 AM |
Chg.-0.06 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.78EUR |
-0.68% |
-
Bid Size: - |
-
Ask Size: - |
BHP Group Limited |
30.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD1H98 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BHP Group Limited |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
3.48 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.25 |
| Parity: |
3.48 |
| Time value: |
5.45 |
| Break-even: |
21.07 |
| Moneyness: |
1.13 |
| Premium: |
0.21 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.14 |
| Spread %: |
1.59% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-1.28 |
| Rho: |
-0.08 |
Quote data
| Open: |
8.78 |
| High: |
8.78 |
| Low: |
8.78 |
| Previous Close: |
8.84 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.47% |
| 1 Month |
|
|
+5.15% |
| 3 Months |
|
|
+17.38% |
| YTD |
|
|
+70.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.84 |
7.48 |
| 1M High / 1M Low: |
8.84 |
7.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-15 |
9.56 |
| Low (YTD): |
2024-01-02 |
5.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
