UC WAR. CALL 01/25 UPAB/ DE000HD0BHX2 /
| 11/6/2024 9:40:27 PM | Chg.+0.0100 | Bid9:56:50 PM | Ask9:56:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | +3.85% | 0.2600 Bid Size: 35,000 |
0.2700 Ask Size: 35,000 |
United Parcel Servic... | 140.00 - | 1/15/2025 | Call |
Master data
| WKN: | HD0BHX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 10/31/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 40.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.24 |
| Parity: | -1.76 |
| Time value: | 0.30 |
| Break-even: | 143.00 |
| Moneyness: | 0.87 |
| Premium: | 0.17 |
| Premium p.a.: | 1.25 |
| Spread abs.: | 0.02 |
| Spread %: | 7.14% |
| Delta: | 0.26 |
| Theta: | -0.05 |
| Omega: | 10.46 |
| Rho: | 0.05 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.3500 |
| Low: | 0.2500 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.63% | ||
|---|---|---|---|
| 1 Month | -38.64% | ||
| 3 Months | -30.77% | ||
| YTD | -89.62% | ||
| 1 Year | -85.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.5800 | 0.2600 |
| 6M High / 6M Low: | 1.8200 | 0.2600 |
| High (YTD): | 1/10/2024 | 2.7900 |
| Low (YTD): | 11/5/2024 | 0.2600 |
| 52W High: | 12/15/2023 | 2.9600 |
| 52W Low: | 11/5/2024 | 0.2600 |
| Avg. price 1W: | 0.2860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7573 | |
| Avg. volume 6M: | 13.6515 | |
| Avg. price 1Y: | 1.4355 | |
| Avg. volume 1Y: | 10.9258 | |
| Volatility 1M: | 182.62% | |
| Volatility 6M: | 169.08% | |
| Volatility 1Y: | 138.55% | |
| Volatility 3Y: | - |
