UC WAR. CALL 12/25 UPAB/ DE000HD62L83 /
2024-08-30 9:40:04 PM | Chg.+0.0500 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4200EUR | +3.65% | 1.4200 Bid Size: 20,000 |
1.4300 Ask Size: 20,000 |
United Parcel Servic... | 130.00 - | 2025-12-17 | Call |
Master data
WKN: | HD62L8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | United Parcel Service |
Type: | Warrant |
Option type: | Call |
Strike price: | 130.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-06-03 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.14 |
Leverage: | Yes |
Calculated values
Fair value: | 0.94 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.24 |
Parity: | -1.36 |
Time value: | 1.43 |
Break-even: | 144.30 |
Moneyness: | 0.90 |
Premium: | 0.24 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.01 |
Spread %: | 0.70% |
Delta: | 0.51 |
Theta: | -0.02 |
Omega: | 4.12 |
Rho: | 0.58 |
Quote data
Open: | 1.3300 |
---|---|
High: | 1.4200 |
Low: | 1.3300 |
Previous Close: | 1.3700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.74% | ||
---|---|---|---|
1 Month | -7.19% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4600 | 1.3700 |
---|---|---|
1M High / 1M Low: | 1.5300 | 1.2600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3886 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 72.41% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |