UC WAR. CALL 12/24 UPAB/ DE000HC6UVW3 /
| 2024-07-12 7:41:26 PM | Chg.+0.0600 | Bid9:09:23 PM | Ask9:09:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | +17.65% | 0.4600 Bid Size: 25,000 |
0.4700 Ask Size: 25,000 |
United Parcel Servic... | 160.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6UVW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 35.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.21 |
| Parity: | -3.29 |
| Time value: | 0.36 |
| Break-even: | 163.60 |
| Moneyness: | 0.79 |
| Premium: | 0.29 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.01 |
| Spread %: | 2.86% |
| Delta: | 0.23 |
| Theta: | -0.03 |
| Omega: | 7.95 |
| Rho: | 0.11 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3400 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +37.93% | ||
|---|---|---|---|
| 1 Month | +17.65% | ||
| 3 Months | -50.00% | ||
| YTD | -75.16% | ||
| 1 Year | -89.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3400 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.2800 |
| 6M High / 6M Low: | 1.6300 | 0.2800 |
| High (YTD): | 2024-01-10 | 1.7200 |
| Low (YTD): | 2024-07-02 | 0.2800 |
| 52W High: | 2023-07-24 | 3.8300 |
| 52W Low: | 2024-07-02 | 0.2800 |
| Avg. price 1W: | 0.3020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3123 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8146 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4627 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 198.13% | |
| Volatility 6M: | 152.57% | |
| Volatility 1Y: | 121.33% | |
| Volatility 3Y: | - |
