UC WAR. CALL 12/24 HBC1/ DE000HD1T7N9 /
2024-06-14 3:45:30 PM | Chg.+0.0300 | Bid4:42:59 PM | Ask4:42:59 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3400EUR | +2.29% | 1.3200 Bid Size: 80,000 |
1.3300 Ask Size: 80,000 |
HSBC Holdings PLC OR... | 5.8583 GBP | 2024-12-18 | Call |
Master data
WKN: | HD1T7N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HSBC Holdings PLC ORD $0.50 (UK REG) |
Type: | Warrant |
Option type: | Call |
Strike price: | 5.86 GBP |
Maturity: | 2024-12-18 |
Issue date: | 2024-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1.02 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.25 |
Leverage: | Yes |
Calculated values
Fair value: | 1.38 |
---|---|
Intrinsic value: | 1.11 |
Implied volatility: | 0.21 |
Historic volatility: | 0.25 |
Parity: | 1.11 |
Time value: | 0.21 |
Break-even: | 8.25 |
Moneyness: | 1.16 |
Premium: | 0.03 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 2.33% |
Delta: | 0.88 |
Theta: | 0.00 |
Omega: | 5.51 |
Rho: | 0.03 |
Quote data
Open: | 1.3400 |
---|---|
High: | 1.3400 |
Low: | 1.3200 |
Previous Close: | 1.3100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.42% | ||
---|---|---|---|
1 Month | -20.24% | ||
3 Months | +162.75% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5300 | 1.3100 |
---|---|---|
1M High / 1M Low: | 1.6800 | 1.3100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5096 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 62.10% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |