UniCredit Call 36 HAL 18.09.2024
/ DE000HD686C1
UniCredit Call 36 HAL 18.09.2024/ DE000HD686C1 /
| 17/07/2024 16:38:11 |
Chg.+0.010 |
Bid16:54:57 |
Ask16:54:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
0.180
Bid Size: 70,000 |
0.190
Ask Size: 70,000 |
HALLIBURTON CO. DL... |
36.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD686C |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
HALLIBURTON CO. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
10/06/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
-0.30 |
| Time value: |
0.17 |
| Break-even: |
37.70 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
7.56 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.200 |
| Low: |
0.150 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+205.08% |
| 1 Month |
|
|
+93.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.059 |
| 1M High / 1M Low: |
0.170 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
