UC WAR. CALL 06/25 UPAB/ DE000HD2FEA4 /
| 2024-07-26 9:42:17 PM | Chg.+0.0300 | Bid9:56:17 PM | Ask9:56:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | +3.30% | 0.9200 Bid Size: 30,000 |
0.9300 Ask Size: 30,000 |
United Parcel Servic... | 140.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD2FEA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-02-05 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | -2.13 |
| Time value: | 0.93 |
| Break-even: | 149.30 |
| Moneyness: | 0.85 |
| Premium: | 0.26 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.01 |
| Spread %: | 1.09% |
| Delta: | 0.40 |
| Theta: | -0.03 |
| Omega: | 5.13 |
| Rho: | 0.34 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9400 |
| Low: | 0.9000 |
| Previous Close: | 0.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -45.03% | ||
|---|---|---|---|
| 1 Month | -30.37% | ||
| 3 Months | -54.37% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7300 | 0.8300 |
|---|---|---|
| 1M High / 1M Low: | 1.8600 | 0.8300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 212.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
