UC WAR. CALL 06/25 UPAB/ DE000HC7U300 /
| 2024-07-12 9:40:39 PM | Chg.+0.0300 | Bid2024-07-12 | Ask2024-07-12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | +16.67% | 0.2100 Bid Size: 25,000 |
0.2200 Ask Size: 25,000 |
United Parcel Servic... | 200.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7U30 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 66.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.21 |
| Parity: | -7.29 |
| Time value: | 0.19 |
| Break-even: | 201.90 |
| Moneyness: | 0.64 |
| Premium: | 0.59 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.01 |
| Spread %: | 5.56% |
| Delta: | 0.11 |
| Theta: | -0.01 |
| Omega: | 7.57 |
| Rho: | 0.12 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.2100 |
| Low: | 0.1800 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +40.00% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | -47.50% | ||
| YTD | -74.70% | ||
| 1 Year | -91.57% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.1200 |
| 6M High / 6M Low: | 0.8200 | 0.1200 |
| High (YTD): | 2024-01-10 | 0.8900 |
| Low (YTD): | 2024-06-19 | 0.1200 |
| 52W High: | 2023-07-24 | 2.5500 |
| 52W Low: | 2024-06-19 | 0.1200 |
| Avg. price 1W: | 0.1580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1595 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3974 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8304 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 250.90% | |
| Volatility 6M: | 168.67% | |
| Volatility 1Y: | 134.53% | |
| Volatility 3Y: | - |
