UC WAR. CALL 01/25 UPAB/ DE000HC6UVY9 /
2024-07-12 9:40:57 PM | Chg.+0.1000 | Bid9:52:43 PM | Ask9:52:43 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5100EUR | +24.39% | 0.5200 Bid Size: 25,000 |
0.5300 Ask Size: 25,000 |
United Parcel Servic... | 160.00 - | 2025-01-15 | Call |
Master data
WKN: | HC6UVY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | United Parcel Service |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-05-19 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 29.56 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.21 |
Parity: | -3.29 |
Time value: | 0.43 |
Break-even: | 164.30 |
Moneyness: | 0.79 |
Premium: | 0.29 |
Premium p.a.: | 0.65 |
Spread abs.: | 0.01 |
Spread %: | 2.38% |
Delta: | 0.25 |
Theta: | -0.03 |
Omega: | 7.31 |
Rho: | 0.14 |
Quote data
Open: | 0.4100 |
---|---|
High: | 0.5100 |
Low: | 0.4100 |
Previous Close: | 0.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +41.67% | ||
---|---|---|---|
1 Month | +24.39% | ||
3 Months | -42.05% | ||
YTD | -69.82% | ||
1 Year | -86.54% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4100 | 0.3500 |
---|---|---|
1M High / 1M Low: | 0.4500 | 0.3400 |
6M High / 6M Low: | 1.7100 | 0.3400 |
High (YTD): | 2024-01-10 | 1.8000 |
Low (YTD): | 2024-07-02 | 0.3400 |
52W High: | 2023-07-24 | 3.9200 |
52W Low: | 2024-07-02 | 0.3400 |
Avg. price 1W: | 0.3680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3809 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8942 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.5458 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 183.44% | |
Volatility 6M: | 142.35% | |
Volatility 1Y: | 113.88% | |
Volatility 3Y: | - |