UC WAR. CALL 06/25 UPAB/ DE000HD62L75 /
| 2024-09-13 9:41:07 PM | Chg.-0.1100 | Bid9:57:16 PM | Ask9:57:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0500EUR | -9.48% | 1.0600 Bid Size: 25,000 |
1.0700 Ask Size: 25,000 |
United Parcel Servic... | 130.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD62L7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-03 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.23 |
| Parity: | -1.51 |
| Time value: | 1.07 |
| Break-even: | 140.70 |
| Moneyness: | 0.88 |
| Premium: | 0.22 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.01 |
| Spread %: | 0.94% |
| Delta: | 0.45 |
| Theta: | -0.03 |
| Omega: | 4.82 |
| Rho: | 0.31 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1400 |
| Low: | 1.0100 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.08% | ||
|---|---|---|---|
| 1 Month | +1.94% | ||
| 3 Months | -39.31% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 1.0300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1396 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.73% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
