UC WAR. CALL 01/26 UPAB/ DE000HD8VT57 /
| 11/6/2024 9:40:56 PM | Chg.+0.0200 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | +4.76% | 0.4300 Bid Size: 35,000 |
0.4400 Ask Size: 35,000 |
United Parcel Servic... | 170.00 USD | 1/14/2026 | Call |
Master data
| WKN: | HD8VT5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 USD |
| Maturity: | 1/14/2026 |
| Issue date: | 9/23/2024 |
| Last trading day: | 1/13/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.24 |
| Parity: | -3.31 |
| Time value: | 0.48 |
| Break-even: | 160.28 |
| Moneyness: | 0.79 |
| Premium: | 0.31 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.05 |
| Spread %: | 11.63% |
| Delta: | 0.27 |
| Theta: | -0.02 |
| Omega: | 6.89 |
| Rho: | 0.34 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4500 |
| Low: | 0.4200 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.33% | ||
|---|---|---|---|
| 1 Month | -15.38% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.4100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5168 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.21% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
