UC WAR. CALL 01/25 UPAB/ DE000HC49PJ2 /
| 2024-07-05 9:40:13 PM | Chg.+0.0100 | Bid2024-07-05 | Ask2024-07-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | +8.33% | 0.1300 Bid Size: 25,000 |
0.1400 Ask Size: 25,000 |
United Parcel Servic... | 180.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC49PJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 73.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.21 |
| Parity: | -5.46 |
| Time value: | 0.17 |
| Break-even: | 181.70 |
| Moneyness: | 0.70 |
| Premium: | 0.45 |
| Premium p.a.: | 1.01 |
| Spread abs.: | 0.08 |
| Spread %: | 88.89% |
| Delta: | 0.12 |
| Theta: | -0.02 |
| Omega: | 8.71 |
| Rho: | 0.07 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | -18.75% | ||
| 3 Months | -77.19% | ||
| YTD | -87.38% | ||
| 1 Year | -94.96% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.1200 |
| 6M High / 6M Low: | 1.1000 | 0.1200 |
| High (YTD): | 2024-01-10 | 1.1000 |
| Low (YTD): | 2024-07-04 | 0.1200 |
| 52W High: | 2023-07-24 | 2.9200 |
| 52W Low: | 2024-07-04 | 0.1200 |
| Avg. price 1W: | 0.1260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4686 | |
| Avg. volume 6M: | .5906 | |
| Avg. price 1Y: | 1.0057 | |
| Avg. volume 1Y: | .2930 | |
| Volatility 1M: | 189.80% | |
| Volatility 6M: | 167.63% | |
| Volatility 1Y: | 134.31% | |
| Volatility 3Y: | - |
