UC WAR. CALL 01/25 UPAB/ DE000HC6UVY9 /
8/9/2024 9:40:38 PM | Chg.0.0000 | Bid8/9/2024 | Ask8/9/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | 0.00% | 0.1200 Bid Size: 30,000 |
0.1300 Ask Size: 30,000 |
United Parcel Servic... | 160.00 - | 1/15/2025 | Call |
Master data
WKN: | HC6UVY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | United Parcel Service |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 1/15/2025 |
Issue date: | 5/19/2023 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 82.59 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.24 |
Parity: | -4.44 |
Time value: | 0.14 |
Break-even: | 161.40 |
Moneyness: | 0.72 |
Premium: | 0.40 |
Premium p.a.: | 1.15 |
Spread abs.: | 0.01 |
Spread %: | 7.69% |
Delta: | 0.12 |
Theta: | -0.02 |
Omega: | 9.58 |
Rho: | 0.05 |
Quote data
Open: | 0.1000 |
---|---|
High: | 0.1200 |
Low: | 0.1000 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -33.33% | ||
---|---|---|---|
1 Month | -65.71% | ||
3 Months | -85.00% | ||
YTD | -92.90% | ||
1 Year | -96.44% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.6900 | 0.1200 |
6M High / 6M Low: | 1.4300 | 0.1200 |
High (YTD): | 1/10/2024 | 1.8000 |
Low (YTD): | 8/9/2024 | 0.1200 |
52W High: | 8/10/2023 | 3.3700 |
52W Low: | 8/9/2024 | 0.1200 |
Avg. price 1W: | 0.1340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3200 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7260 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.2706 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 300.74% | |
Volatility 6M: | 172.84% | |
Volatility 1Y: | 140.92% | |
Volatility 3Y: | - |