UC WAR. CALL 12/25 UPAB/ DE000HD62L83 /
| 04/10/2024 21:41:53 | Chg.+0.0400 | Bid21:57:07 | Ask21:57:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5500EUR | +2.65% | 1.5600 Bid Size: 25,000 |
1.6100 Ask Size: 25,000 |
United Parcel Servic... | 130.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD62L8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 03/06/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.24 |
| Parity: | -1.04 |
| Time value: | 1.61 |
| Break-even: | 146.10 |
| Moneyness: | 0.92 |
| Premium: | 0.22 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.05 |
| Spread %: | 3.21% |
| Delta: | 0.53 |
| Theta: | -0.03 |
| Omega: | 3.95 |
| Rho: | 0.57 |
Quote data
| Open: | 1.4800 |
|---|---|
| High: | 1.5500 |
| Low: | 1.4800 |
| Previous Close: | 1.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.82% | ||
|---|---|---|---|
| 1 Month | +10.71% | ||
| 3 Months | -22.11% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7700 | 1.5100 |
|---|---|---|
| 1M High / 1M Low: | 1.7700 | 1.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5048 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.83% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
