UC WAR. CALL 01/25 UPAB/ DE000HC49PJ2 /
| 7/12/2024 9:40:46 PM | Chg.+0.0400 | Bid9:53:06 PM | Ask9:53:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | +26.67% | 0.1900 Bid Size: 25,000 |
0.2000 Ask Size: 25,000 |
United Parcel Servic... | 180.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC49PJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 2/20/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 79.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.21 |
| Parity: | -5.29 |
| Time value: | 0.16 |
| Break-even: | 181.60 |
| Moneyness: | 0.71 |
| Premium: | 0.43 |
| Premium p.a.: | 1.01 |
| Spread abs.: | 0.01 |
| Spread %: | 6.67% |
| Delta: | 0.11 |
| Theta: | -0.02 |
| Omega: | 9.13 |
| Rho: | 0.07 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1500 |
| Previous Close: | 0.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +46.15% | ||
|---|---|---|---|
| 1 Month | +35.71% | ||
| 3 Months | -54.76% | ||
| YTD | -81.55% | ||
| 1 Year | -93.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.1200 |
| 6M High / 6M Low: | 1.0100 | 0.1200 |
| High (YTD): | 1/10/2024 | 1.1000 |
| Low (YTD): | 7/4/2024 | 0.1200 |
| 52W High: | 7/24/2023 | 2.9200 |
| 52W Low: | 7/4/2024 | 0.1200 |
| Avg. price 1W: | 0.1340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1341 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4321 | |
| Avg. volume 6M: | .5906 | |
| Avg. price 1Y: | 0.9566 | |
| Avg. volume 1Y: | .2930 | |
| Volatility 1M: | 188.50% | |
| Volatility 6M: | 169.15% | |
| Volatility 1Y: | 135.29% | |
| Volatility 3Y: | - |
