UC WAR. CALL 06/25 UPAB/ DE000HC96JU3 /
| 09/08/2024 21:42:02 | Chg.-0.0200 | Bid21:49:34 | Ask21:49:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | -3.85% | 0.5000 Bid Size: 30,000 |
0.5100 Ask Size: 30,000 |
United Parcel Servic... | 150.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC96JU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 11/09/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | -3.44 |
| Time value: | 0.54 |
| Break-even: | 155.40 |
| Moneyness: | 0.77 |
| Premium: | 0.34 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.01 |
| Spread %: | 1.89% |
| Delta: | 0.28 |
| Theta: | -0.02 |
| Omega: | 6.02 |
| Rho: | 0.23 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5400 |
| Low: | 0.5000 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.35% | ||
|---|---|---|---|
| 1 Month | -44.44% | ||
| 3 Months | -67.32% | ||
| YTD | -78.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 1.4200 | 0.4900 |
| 6M High / 6M Low: | 2.1800 | 0.4900 |
| High (YTD): | 10/01/2024 | 2.5100 |
| Low (YTD): | 07/08/2024 | 0.4900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8661 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3899 | |
| Avg. volume 6M: | 23.6220 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 219.41% | |
| Volatility 6M: | 123.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
