UC WAR. CALL 12/24 HBC1/ DE000HD4RU21 /
| 2024-06-13 9:45:33 PM | Chg.-0.0200 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -11.11% | 0.1400 Bid Size: 25,000 |
0.1700 Ask Size: 25,000 |
HSBC Holdings PLC OR... | 7.8111 GBP | 2024-12-18 | Call |
Master data
| WKN: | HD4RU2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.81 GBP |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-04-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.02 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 43.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.25 |
| Parity: | -1.19 |
| Time value: | 0.19 |
| Break-even: | 9.43 |
| Moneyness: | 0.87 |
| Premium: | 0.17 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.03 |
| Spread %: | 18.75% |
| Delta: | 0.26 |
| Theta: | 0.00 |
| Omega: | 11.29 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1600 |
| Previous Close: | 0.1800 |
| Turnover: | 14.8800 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.27% | ||
|---|---|---|---|
| 1 Month | -44.83% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.2900 | 0.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1840 | |
| Avg. volume 1W: | 18.6000 | |
| Avg. price 1M: | 0.2222 | |
| Avg. volume 1M: | 4.0435 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.66% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
