UC WAR. CALL 12/24 HAL/ DE000HD1USM0 /
| 11/8/2024 9:42:11 PM | Chg.-0.0040 | Bid9:45:41 PM | Ask9:45:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0120EUR | -25.00% | 0.0100 Bid Size: 150,000 |
0.0150 Ask Size: 150,000 |
HALLIBURTON CO. DL... | 35.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD1USM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HALLIBURTON CO. DL 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/15/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 181.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.25 |
| Parity: | -0.77 |
| Time value: | 0.02 |
| Break-even: | 35.15 |
| Moneyness: | 0.78 |
| Premium: | 0.29 |
| Premium p.a.: | 9.75 |
| Spread abs.: | 0.01 |
| Spread %: | 50.00% |
| Delta: | 0.08 |
| Theta: | -0.01 |
| Omega: | 14.33 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0090 |
|---|---|
| High: | 0.0120 |
| Low: | 0.0090 |
| Previous Close: | 0.0160 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -79.66% | ||
| 3 Months | -90.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0280 | 0.0110 |
|---|---|---|
| 1M High / 1M Low: | 0.0670 | 0.0090 |
| 6M High / 6M Low: | 0.4900 | 0.0090 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0251 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1646 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 504.50% | |
| Volatility 6M: | 288.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
