UC WAR. CALL 06/25 UPAB/ DE000HD31Z85 /
| 2024-10-04 9:40:04 PM | Chg.+0.0200 | Bid9:55:32 PM | Ask9:55:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | +5.56% | 0.3600 Bid Size: 35,000 |
0.4000 Ask Size: 35,000 |
United Parcel Servic... | 160.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD31Z8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-02-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 29.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.24 |
| Parity: | -4.04 |
| Time value: | 0.40 |
| Break-even: | 164.00 |
| Moneyness: | 0.75 |
| Premium: | 0.37 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.04 |
| Spread %: | 11.11% |
| Delta: | 0.22 |
| Theta: | -0.02 |
| Omega: | 6.71 |
| Rho: | 0.16 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3300 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.64% | ||
|---|---|---|---|
| 1 Month | +11.76% | ||
| 3 Months | -42.42% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4700 | 0.2900 |
| 6M High / 6M Low: | 1.4500 | 0.2900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3643 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7178 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 157.62% | |
| Volatility 6M: | 138.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
