UC WAR. CALL 03/25 UPAB/ DE000HD4WD82 /
| 06/11/2024 21:41:58 | Chg.+0.0300 | Bid21:57:49 | Ask21:57:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | +5.88% | 0.5300 Bid Size: 35,000 |
0.5400 Ask Size: 35,000 |
United Parcel Servic... | 140.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD4WD8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 22/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 22.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.24 |
| Parity: | -1.76 |
| Time value: | 0.55 |
| Break-even: | 145.50 |
| Moneyness: | 0.87 |
| Premium: | 0.19 |
| Premium p.a.: | 0.61 |
| Spread abs.: | 0.02 |
| Spread %: | 3.77% |
| Delta: | 0.34 |
| Theta: | -0.04 |
| Omega: | 7.46 |
| Rho: | 0.13 |
Quote data
| Open: | 0.5300 |
|---|---|
| High: | 0.6200 |
| Low: | 0.5100 |
| Previous Close: | 0.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -18.18% | ||
| 3 Months | -10.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.8000 | 0.5100 |
| 6M High / 6M Low: | 1.9800 | 0.5100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6632 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9462 | |
| Avg. volume 6M: | 30.3030 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.90% | |
| Volatility 6M: | 146.15% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
