UC WAR. CALL 06/26 UPAB/ DE000HD835V4 /
| 08/11/2024 19:41:10 | Chg.-0.0900 | Bid21:56:58 | Ask21:56:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3200EUR | -6.38% | 1.3100 Bid Size: 30,000 |
1.3300 Ask Size: 30,000 |
United Parcel Servic... | 140.00 USD | 17/06/2026 | Call |
Master data
| WKN: | HD835V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 USD |
| Maturity: | 17/06/2026 |
| Issue date: | 20/08/2024 |
| Last trading day: | 16/06/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.24 |
| Parity: | -0.71 |
| Time value: | 1.33 |
| Break-even: | 143.93 |
| Moneyness: | 0.95 |
| Premium: | 0.16 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.02 |
| Spread %: | 1.53% |
| Delta: | 0.55 |
| Theta: | -0.02 |
| Omega: | 5.08 |
| Rho: | 0.87 |
Quote data
| Open: | 1.3600 |
|---|---|
| High: | 1.3800 |
| Low: | 1.3200 |
| Previous Close: | 1.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.38% | ||
|---|---|---|---|
| 1 Month | -13.16% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4100 | 1.3200 |
|---|---|---|
| 1M High / 1M Low: | 1.6400 | 1.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4830 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.51% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
