UC WAR. CALL 03/25 UPAB/ DE000HD441R9 /
| 2024-10-04 9:42:00 PM | Chg.+0.0100 | Bid9:56:35 PM | Ask9:56:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +2.63% | 0.3900 Bid Size: 35,000 |
0.4100 Ask Size: 35,000 |
United Parcel Servic... | 150.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD441R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 29.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.24 |
| Parity: | -3.04 |
| Time value: | 0.41 |
| Break-even: | 154.10 |
| Moneyness: | 0.80 |
| Premium: | 0.29 |
| Premium p.a.: | 0.75 |
| Spread abs.: | 0.02 |
| Spread %: | 5.13% |
| Delta: | 0.25 |
| Theta: | -0.03 |
| Omega: | 7.26 |
| Rho: | 0.12 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3600 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.75% | ||
|---|---|---|---|
| 1 Month | +8.33% | ||
| 3 Months | -46.58% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.3100 |
| 6M High / 6M Low: | 1.6600 | 0.3100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3862 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7914 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.87% | |
| Volatility 6M: | 148.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
