UC WAR. CALL 06/25 HAL/ DE000HD1USP3 /
| 2024-11-12 9:42:26 PM | Chg.+0.0020 | Bid2024-11-12 | Ask2024-11-12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0300EUR | +7.14% | 0.0290 Bid Size: 150,000 |
0.0340 Ask Size: 150,000 |
HALLIBURTON CO. DL... | 45.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1USP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HALLIBURTON CO. DL 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-01-15 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 88.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.25 |
| Parity: | -1.67 |
| Time value: | 0.03 |
| Break-even: | 45.32 |
| Moneyness: | 0.63 |
| Premium: | 0.60 |
| Premium p.a.: | 1.21 |
| Spread abs.: | 0.01 |
| Spread %: | 18.52% |
| Delta: | 0.09 |
| Theta: | 0.00 |
| Omega: | 8.04 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0210 |
|---|---|
| High: | 0.0300 |
| Low: | 0.0210 |
| Previous Close: | 0.0280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | -34.78% | ||
| 3 Months | -55.22% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0430 | 0.0240 |
|---|---|---|
| 1M High / 1M Low: | 0.0430 | 0.0170 |
| 6M High / 6M Low: | 0.2700 | 0.0170 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0302 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0249 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0904 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 355.20% | |
| Volatility 6M: | 225.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
