UC WAR. CALL 12/24 UPAB/ DE000HD835J9 /
| 11/7/2024 9:41:28 PM | Chg.+0.0200 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | +2.13% | 0.9200 Bid Size: 15,000 |
0.9300 Ask Size: 15,000 |
United Parcel Servic... | 125.00 USD | 12/18/2024 | Call |
Master data
| WKN: | HD835J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 USD |
| Maturity: | 12/18/2024 |
| Issue date: | 8/20/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.83 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.24 |
| Parity: | 0.83 |
| Time value: | 0.10 |
| Break-even: | 125.78 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 1.09% |
| Delta: | 0.87 |
| Theta: | -0.03 |
| Omega: | 11.62 |
| Rho: | 0.11 |
Quote data
| Open: | 0.9200 |
|---|---|
| High: | 0.9700 |
| Low: | 0.9200 |
| Previous Close: | 0.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.00% | ||
|---|---|---|---|
| 1 Month | -5.88% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.8600 |
|---|---|---|
| 1M High / 1M Low: | 1.3300 | 0.8600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0891 | |
| Avg. volume 1M: | 5.2174 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 186.75% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
