UC WAR. CALL 01/26 UPAB/ DE000HD290S8 /
2024-08-30 9:41:24 PM | Chg.+0.0100 | Bid9:50:32 PM | Ask9:50:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8400EUR | +1.20% | 0.8500 Bid Size: 30,000 |
0.8600 Ask Size: 30,000 |
United Parcel Servic... | 150.00 - | 2026-01-14 | Call |
Master data
WKN: | HD290S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | United Parcel Service |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-01-29 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.53 |
Leverage: | Yes |
Calculated values
Fair value: | 0.48 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.24 |
Parity: | -3.36 |
Time value: | 0.86 |
Break-even: | 158.60 |
Moneyness: | 0.78 |
Premium: | 0.36 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.01 |
Spread %: | 1.18% |
Delta: | 0.36 |
Theta: | -0.02 |
Omega: | 4.82 |
Rho: | 0.45 |
Quote data
Open: | 0.8100 |
---|---|
High: | 0.8400 |
Low: | 0.8100 |
Previous Close: | 0.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.33% | ||
---|---|---|---|
1 Month | -19.23% | ||
3 Months | -44.74% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8900 | 0.8300 |
---|---|---|
1M High / 1M Low: | 1.0400 | 0.7700 |
6M High / 6M Low: | 2.5300 | 0.7700 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8568 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6097 | |
Avg. volume 6M: | .2344 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 77.36% | |
Volatility 6M: | 103.98% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |