UC WAR. CALL 06/25 UPAB/ DE000HC96JU3 /
| 13/09/2024 21:40:41 | Chg.-0.0700 | Bid21:57:16 | Ask21:57:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | -13.21% | 0.4700 Bid Size: 30,000 |
0.4800 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: | 23.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | -3.51 |
| Time value: | 0.48 |
| Break-even: | 154.80 |
| Moneyness: | 0.77 |
| Premium: | 0.35 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.01 |
| Spread %: | 2.13% |
| Delta: | 0.26 |
| Theta: | -0.02 |
| Omega: | 6.27 |
| Rho: | 0.19 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5200 |
| Low: | 0.4500 |
| Previous Close: | 0.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.54% | ||
|---|---|---|---|
| 1 Month | -4.17% | ||
| 3 Months | -52.58% | ||
| YTD | -80.43% | ||
| 1 Year | -84.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 0.5800 | 0.4600 |
| 6M High / 6M Low: | 2.1700 | 0.4600 |
| High (YTD): | 10/01/2024 | 2.5100 |
| Low (YTD): | 13/09/2024 | 0.4600 |
| 52W High: | 14/09/2023 | 3.0100 |
| 52W Low: | 13/09/2024 | 0.4600 |
| Avg. price 1W: | 0.5340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5283 | |
| Avg. volume 1M: | 173.9130 | |
| Avg. price 6M: | 1.1384 | |
| Avg. volume 6M: | 69.7674 | |
| Avg. price 1Y: | 1.6478 | |
| Avg. volume 1Y: | 39.0625 | |
| Volatility 1M: | 101.80% | |
| Volatility 6M: | 125.33% | |
| Volatility 1Y: | 107.82% | |
| Volatility 3Y: | - |
