UC WAR. CALL 12/24 UPAB/ DE000HD62L18 /
| 10/4/2024 9:40:56 PM | Chg.+0.0200 | Bid9:57:07 PM | Ask9:57:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | +2.67% | 0.7800 Bid Size: 25,000 |
0.8000 Ask Size: 25,000 |
United Parcel Servic... | 130.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD62L1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/3/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.24 |
| Parity: | -1.15 |
| Time value: | 0.77 |
| Break-even: | 137.70 |
| Moneyness: | 0.91 |
| Premium: | 0.16 |
| Premium p.a.: | 1.08 |
| Spread abs.: | 0.01 |
| Spread %: | 1.32% |
| Delta: | 0.41 |
| Theta: | -0.08 |
| Omega: | 6.35 |
| Rho: | 0.08 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7400 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.43% | ||
|---|---|---|---|
| 1 Month | +5.48% | ||
| 3 Months | -40.31% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0400 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.6200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7664 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.29% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
