UC WAR. CALL 12/24 HBC1/ DE000HD8Y8T0 /
| 2024-10-04 9:46:35 PM | Chg.+0.0300 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | +16.67% | 0.2000 Bid Size: 10,000 |
0.3300 Ask Size: 10,000 |
HSBC Holdings PLC OR... | 7.20 GBP | 2024-12-18 | Call |
Master data
| WKN: | HD8Y8T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HSBC Holdings PLC ORD $0.50 (UK REG) |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.20 GBP |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-09-25 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.27 |
| Parity: | -0.29 |
| Time value: | 0.33 |
| Break-even: | 8.94 |
| Moneyness: | 0.97 |
| Premium: | 0.07 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.13 |
| Spread %: | 65.00% |
| Delta: | 0.44 |
| Theta: | 0.00 |
| Omega: | 11.11 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.2100 |
| Low: | 0.1500 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.25% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
