UC WAR. CALL 12/25 UPAB/ DE000HD541G9 /
2024-08-30 9:42:24 PM | Chg.+0.0100 | Bid9:54:26 PM | Ask9:54:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5800EUR | +1.75% | 0.5900 Bid Size: 30,000 |
0.6000 Ask Size: 30,000 |
United Parcel Servic... | 160.00 - | 2025-12-17 | Call |
Master data
WKN: | HD541G |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | United Parcel Service |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-04-29 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.39 |
Leverage: | Yes |
Calculated values
Fair value: | 0.29 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.24 |
Parity: | -4.36 |
Time value: | 0.60 |
Break-even: | 166.00 |
Moneyness: | 0.73 |
Premium: | 0.43 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.01 |
Spread %: | 1.69% |
Delta: | 0.28 |
Theta: | -0.02 |
Omega: | 5.40 |
Rho: | 0.34 |
Quote data
Open: | 0.5200 |
---|---|
High: | 0.5800 |
Low: | 0.5200 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.69% | ||
---|---|---|---|
1 Month | -22.67% | ||
3 Months | -50.43% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6200 | 0.5700 |
---|---|---|
1M High / 1M Low: | 0.7500 | 0.5300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5986 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 87.12% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |