UC WAR. CALL 12/24 HAL/ DE000HC546M7 /
31/07/2024 17:41:41 | Chg.+0.0400 | Bid18:25:32 | Ask18:25:32 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5500EUR | +7.84% | 0.5500 Bid Size: 50,000 |
0.5600 Ask Size: 50,000 |
HALLIBURTON CO. DL... | 30.00 - | 18/12/2024 | Call |
Master data
WKN: | HC546M |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HALLIBURTON CO. DL 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 18/12/2024 |
Issue date: | 17/03/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.22 |
Leverage: | Yes |
Calculated values
Fair value: | 0.30 |
---|---|
Intrinsic value: | 0.17 |
Implied volatility: | 0.52 |
Historic volatility: | 0.23 |
Parity: | 0.17 |
Time value: | 0.34 |
Break-even: | 35.10 |
Moneyness: | 1.06 |
Premium: | 0.11 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.01 |
Spread %: | 2.00% |
Delta: | 0.65 |
Theta: | -0.02 |
Omega: | 4.02 |
Rho: | 0.06 |
Quote data
Open: | 0.5200 |
---|---|
High: | 0.5500 |
Low: | 0.5200 |
Previous Close: | 0.5100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.91% | ||
---|---|---|---|
1 Month | +7.84% | ||
3 Months | -36.05% | ||
YTD | -33.73% | ||
1 Year | -53.78% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5100 | 0.4300 |
---|---|---|
1M High / 1M Low: | 0.7000 | 0.4300 |
6M High / 6M Low: | 1.1700 | 0.4300 |
High (YTD): | 08/04/2024 | 1.1700 |
Low (YTD): | 24/07/2024 | 0.4300 |
52W High: | 19/10/2023 | 1.5300 |
52W Low: | 24/07/2024 | 0.4300 |
Avg. price 1W: | 0.4880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5068 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7295 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.9157 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 167.05% | |
Volatility 6M: | 102.76% | |
Volatility 1Y: | 88.79% | |
Volatility 3Y: | - |