UC WAR. CALL 06/25 UPAB/ DE000HC7U2Z7 /
| 2024-07-12 7:40:17 PM | Chg.+0.0500 | Bid9:35:07 PM | Ask9:35:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | +13.51% | 0.4500 Bid Size: 25,000 |
0.4600 Ask Size: 25,000 |
United Parcel Servic... | 180.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7U2Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 33.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.21 |
| Parity: | -5.29 |
| Time value: | 0.38 |
| Break-even: | 183.80 |
| Moneyness: | 0.71 |
| Premium: | 0.45 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.01 |
| Spread %: | 2.70% |
| Delta: | 0.20 |
| Theta: | -0.02 |
| Omega: | 6.62 |
| Rho: | 0.20 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4200 |
| Low: | 0.3700 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.25% | ||
|---|---|---|---|
| 1 Month | +13.51% | ||
| 3 Months | -41.67% | ||
| YTD | -67.94% | ||
| 1 Year | -86.96% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.3100 |
| 6M High / 6M Low: | 1.3200 | 0.3100 |
| High (YTD): | 2024-01-10 | 1.3900 |
| Low (YTD): | 2024-07-02 | 0.3100 |
| 52W High: | 2023-07-24 | 3.3200 |
| 52W Low: | 2024-07-02 | 0.3100 |
| Avg. price 1W: | 0.3320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3482 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7197 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2567 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 135.68% | |
| Volatility 6M: | 129.91% | |
| Volatility 1Y: | 106.45% | |
| Volatility 3Y: | - |
