UC WAR. CALL 09/24 UPAB/ DE000HD689Z6 /
| 7/17/2024 1:40:25 PM | Chg.-0.0400 | Bid2:33:47 PM | Ask2:33:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2900EUR | -3.01% | 1.2800 Bid Size: 8,000 |
1.3000 Ask Size: 8,000 |
United Parcel Servic... | 135.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD689Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 6/10/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.21 |
| Parity: | 0.01 |
| Time value: | 1.37 |
| Break-even: | 148.80 |
| Moneyness: | 1.00 |
| Premium: | 0.10 |
| Premium p.a.: | 0.75 |
| Spread abs.: | 0.01 |
| Spread %: | 0.73% |
| Delta: | 0.56 |
| Theta: | -0.11 |
| Omega: | 5.49 |
| Rho: | 0.11 |
Quote data
| Open: | 1.3300 |
|---|---|
| High: | 1.3400 |
| Low: | 1.2900 |
| Previous Close: | 1.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +98.46% | ||
|---|---|---|---|
| 1 Month | +63.29% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3300 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 1.3300 | 0.6500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8068 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 219.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
