UC WAR. CALL 12/24 HBC1/ DE000HD1YK68 /
| 2024-06-14 11:45:54 AM | Chg.+0.0200 | Bid12:55:26 PM | Ask12:55:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8300EUR | +1.10% | 1.7900 Bid Size: 80,000 |
1.8000 Ask Size: 80,000 |
HSBC Holdings PLC OR... | 5.3701 GBP | 2024-12-18 | Call |
Master data
| WKN: | HD1YK6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.37 GBP |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.02 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.88 |
|---|---|
| Intrinsic value: | 1.71 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.25 |
| Parity: | 1.71 |
| Time value: | 0.12 |
| Break-even: | 8.17 |
| Moneyness: | 1.26 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.03 |
| Spread %: | 1.67% |
| Delta: | 0.99 |
| Theta: | 0.00 |
| Omega: | 4.47 |
| Rho: | 0.03 |
Quote data
| Open: | 1.8500 |
|---|---|
| High: | 1.8500 |
| Low: | 1.8300 |
| Previous Close: | 1.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.29% | ||
|---|---|---|---|
| 1 Month | -16.06% | ||
| 3 Months | +123.17% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0400 | 1.8100 |
|---|---|---|
| 1M High / 1M Low: | 2.1800 | 1.8100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0122 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 51.86% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
