UC WAR. CALL 12/24 UPAB/ DE000HD105Y6 /
| 11/7/2024 7:40:57 PM | Chg.-0.0200 | Bid9:36:28 PM | Ask9:36:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0430EUR | -31.75% | 0.0400 Bid Size: 35,000 |
0.0630 Ask Size: 35,000 |
United Parcel Servic... | 150.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD105Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 11/27/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 198.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.24 |
| Parity: | -2.52 |
| Time value: | 0.06 |
| Break-even: | 150.63 |
| Moneyness: | 0.83 |
| Premium: | 0.21 |
| Premium p.a.: | 4.34 |
| Spread abs.: | 0.02 |
| Spread %: | 57.50% |
| Delta: | 0.09 |
| Theta: | -0.03 |
| Omega: | 17.73 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0020 |
|---|---|
| High: | 0.0430 |
| Low: | 0.0020 |
| Previous Close: | 0.0630 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.51% | ||
|---|---|---|---|
| 1 Month | -76.11% | ||
| 3 Months | -73.13% | ||
| YTD | -97.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0630 | 0.0450 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.0450 |
| 6M High / 6M Low: | 1.2100 | 0.0450 |
| High (YTD): | 1/10/2024 | 2.1900 |
| Low (YTD): | 11/4/2024 | 0.0450 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0570 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1428 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3990 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 241.49% | |
| Volatility 6M: | 203.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
