UC WAR. CALL 03/25 UPAB/ DE000HD62L59 /
| 08/11/2024 15:40:39 | Chg.-0.0800 | Bid17:17:59 | Ask17:17:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | -8.08% | 0.9000 Bid Size: 25,000 |
0.9100 Ask Size: 25,000 |
United Parcel Servic... | 130.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD62L5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 03/06/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.24 |
| Parity: | -0.57 |
| Time value: | 0.97 |
| Break-even: | 139.70 |
| Moneyness: | 0.96 |
| Premium: | 0.12 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.01 |
| Spread %: | 1.04% |
| Delta: | 0.49 |
| Theta: | -0.05 |
| Omega: | 6.26 |
| Rho: | 0.18 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 0.9700 |
| Low: | 0.9100 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.90% | ||
|---|---|---|---|
| 1 Month | -11.65% | ||
| 3 Months | 0.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.9300 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.9300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0943 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 141.91% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
