UC WAR. CALL 01/25 UPAB/ DE000HD62L42 /
10/4/2024 7:40:39 PM | Chg.+0.0100 | Bid9:37:45 PM | Ask9:37:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8400EUR | +1.20% | 0.8500 Bid Size: 25,000 |
0.8600 Ask Size: 25,000 |
United Parcel Servic... | 130.00 - | 1/15/2025 | Call |
Master data
WKN: | HD62L4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | United Parcel Service |
Type: | Warrant |
Option type: | Call |
Strike price: | 130.00 - |
Maturity: | 1/15/2025 |
Issue date: | 6/3/2024 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 14.27 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.49 |
Historic volatility: | 0.24 |
Parity: | -1.15 |
Time value: | 0.83 |
Break-even: | 138.30 |
Moneyness: | 0.91 |
Premium: | 0.17 |
Premium p.a.: | 0.73 |
Spread abs.: | 0.01 |
Spread %: | 1.22% |
Delta: | 0.42 |
Theta: | -0.06 |
Omega: | 6.06 |
Rho: | 0.12 |
Quote data
Open: | 0.8100 |
---|---|
High: | 0.8500 |
Low: | 0.8100 |
Previous Close: | 0.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.23% | ||
---|---|---|---|
1 Month | +5.00% | ||
3 Months | -38.69% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1100 | 0.8300 |
---|---|---|
1M High / 1M Low: | 1.1100 | 0.6900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8391 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 154.10% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |