UC WAR. CALL 06/25 UPAB/ DE000HD2FEA4 /
| 04/10/2024 21:40:08 | Chg.+0.0300 | Bid21:59:29 | Ask21:59:29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8700EUR | +3.57% | 0.8700 Bid Size: 35,000 |
0.8900 Ask Size: 35,000 |
United Parcel Servic... | 140.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD2FEA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 05/02/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.24 |
| Parity: | -2.04 |
| Time value: | 0.89 |
| Break-even: | 148.90 |
| Moneyness: | 0.85 |
| Premium: | 0.25 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.02 |
| Spread %: | 2.30% |
| Delta: | 0.39 |
| Theta: | -0.03 |
| Omega: | 5.30 |
| Rho: | 0.27 |
Quote data
| Open: | 0.8200 |
|---|---|
| High: | 0.8700 |
| Low: | 0.8200 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.00% | ||
|---|---|---|---|
| 1 Month | +11.54% | ||
| 3 Months | -31.50% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0500 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 1.0500 | 0.7100 |
| 6M High / 6M Low: | 2.2800 | 0.6900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8467 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3205 | |
| Avg. volume 6M: | 4.4806 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.24% | |
| Volatility 6M: | 117.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
