UC WAR. PUT 01/25 UPAB/ DE000HC96JT5 /
| 2024-08-30 9:40:09 PM | Chg.-0.0900 | Bid9:58:20 PM | Ask9:58:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0700EUR | -4.17% | 2.0500 Bid Size: 15,000 |
2.0600 Ask Size: 15,000 |
United Parcel Servic... | 150.00 - | 2025-01-15 | Put |
Master data
| WKN: | HC96JT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -5.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.36 |
|---|---|
| Intrinsic value: | 3.36 |
| Implied volatility: | - |
| Historic volatility: | 0.24 |
| Parity: | 3.36 |
| Time value: | -1.30 |
| Break-even: | 129.40 |
| Moneyness: | 1.29 |
| Premium: | -0.11 |
| Premium p.a.: | -0.27 |
| Spread abs.: | 0.01 |
| Spread %: | 0.49% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.1500 |
|---|---|
| High: | 2.1700 |
| Low: | 2.0700 |
| Previous Close: | 2.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -2.82% | ||
| 3 Months | +23.95% | ||
| YTD | +48.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1700 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.6200 | 2.0000 |
| 6M High / 6M Low: | 2.6200 | 1.1300 |
| High (YTD): | 2024-08-07 | 2.6200 |
| Low (YTD): | 2024-03-12 | 1.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2368 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6614 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.11% | |
| Volatility 6M: | 159.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
