UC WAR. CALL 06/26 UPAB/ DE000HD781Y4 /
| 07/11/2024 13:42:21 | Chg.-0.0100 | Bid15:10:36 | Ask15:10:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | -2.13% | 0.4500 Bid Size: 15,000 |
0.5200 Ask Size: 15,000 |
United Parcel Servic... | 180.00 USD | 17/06/2026 | Call |
Master data
| WKN: | HD781Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 USD |
| Maturity: | 17/06/2026 |
| Issue date: | 22/07/2024 |
| Last trading day: | 16/06/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.24 |
| Parity: | -4.29 |
| Time value: | 0.49 |
| Break-even: | 172.63 |
| Moneyness: | 0.74 |
| Premium: | 0.38 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.02 |
| Spread %: | 4.26% |
| Delta: | 0.25 |
| Theta: | -0.01 |
| Omega: | 6.42 |
| Rho: | 0.43 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4300 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.17% | ||
|---|---|---|---|
| 1 Month | -13.21% | ||
| 3 Months | -6.12% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.4400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5452 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.23% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
