UC WAR. CALL 06/25 UPAB/ DE000HC96JU3 /
| 2024-07-12 9:41:37 PM | Chg.+0.1700 | Bid9:53:12 PM | Ask9:53:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1800EUR | +16.83% | 1.1800 Bid Size: 20,000 |
1.1900 Ask Size: 20,000 |
United Parcel Servic... | 150.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC96JU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.21 |
| Parity: | -2.29 |
| Time value: | 1.03 |
| Break-even: | 160.30 |
| Moneyness: | 0.85 |
| Premium: | 0.26 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.01 |
| Spread %: | 0.98% |
| Delta: | 0.41 |
| Theta: | -0.03 |
| Omega: | 5.03 |
| Rho: | 0.39 |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.1800 |
| Low: | 1.0100 |
| Previous Close: | 1.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.88% | ||
|---|---|---|---|
| 1 Month | +16.83% | ||
| 3 Months | -24.84% | ||
| YTD | -49.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.8900 |
|---|---|---|
| 1M High / 1M Low: | 1.1000 | 0.8900 |
| 6M High / 6M Low: | 2.4300 | 0.8900 |
| High (YTD): | 2024-01-10 | 2.5100 |
| Low (YTD): | 2024-07-10 | 0.8900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9691 | |
| Avg. volume 1M: | 68.1818 | |
| Avg. price 6M: | 1.5722 | |
| Avg. volume 6M: | 23.6220 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.52% | |
| Volatility 6M: | 103.78% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
