UniCredit Call 6.3465 HSBA 18.12.2024
/ DE000HD1T7P4
UniCredit Call 6.3465 HSBA 18.12..../ DE000HD1T7P4 /
| 14/06/2024 15:24:02 |
Chg.+0.050 |
Bid16:31:21 |
Ask16:31:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+5.75% |
0.890
Bid Size: 100,000 |
0.900
Ask Size: 100,000 |
HSBC Holdings PLC OR... |
6.3465 GBP |
18/12/2024 |
Call |
Master data
| WKN: |
HD1T7P |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.35 GBP |
| Maturity: |
18/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1.02 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
0.52 |
| Time value: |
0.38 |
| Break-even: |
8.42 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
6.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.880 |
| High: |
0.920 |
| Low: |
0.880 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.21% |
| 1 Month |
|
|
-24.59% |
| 3 Months |
|
|
+217.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.870 |
| 1M High / 1M Low: |
1.220 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
