UC WAR. CALL 09/24 UPAB/ DE000HD5J9B8 /
| 7/25/2024 9:41:21 AM | Chg.+0.0010 | Bid10:31:44 AM | Ask10:31:44 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0900EUR | +1.12% | 0.0900 Bid Size: 15,000 |
0.1100 Ask Size: 15,000 |
United Parcel Servic... | 145.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD5J9B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 145.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 5/13/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 126.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.24 |
| Parity: | -2.64 |
| Time value: | 0.09 |
| Break-even: | 145.94 |
| Moneyness: | 0.82 |
| Premium: | 0.23 |
| Premium p.a.: | 2.96 |
| Spread abs.: | 0.01 |
| Spread %: | 5.62% |
| Delta: | 0.11 |
| Theta: | -0.03 |
| Omega: | 14.36 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0890 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0890 |
| Previous Close: | 0.0890 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -86.57% | ||
|---|---|---|---|
| 1 Month | -73.53% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.0840 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.0840 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4326 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4338 | |
| Avg. volume 1M: | 10.5455 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 395.65% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
