UC WAR. PUT 12/24 UPAB/ DE000HC96JS7 /
| 8/30/2024 9:41:33 PM | Chg.-0.0700 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0600EUR | -3.29% | 2.0200 Bid Size: 14,000 |
2.0300 Ask Size: 14,000 |
United Parcel Servic... | 150.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC96JS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 9/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -5.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.36 |
|---|---|
| Intrinsic value: | 3.36 |
| Implied volatility: | - |
| Historic volatility: | 0.24 |
| Parity: | 3.36 |
| Time value: | -1.33 |
| Break-even: | 129.70 |
| Moneyness: | 1.29 |
| Premium: | -0.11 |
| Premium p.a.: | -0.33 |
| Spread abs.: | 0.01 |
| Spread %: | 0.50% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.1300 |
|---|---|
| High: | 2.1500 |
| Low: | 2.0600 |
| Previous Close: | 2.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.04% | ||
|---|---|---|---|
| 1 Month | -9.65% | ||
| 3 Months | +27.95% | ||
| YTD | +54.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1400 | 1.9800 |
|---|---|---|
| 1M High / 1M Low: | 2.5900 | 1.9800 |
| 6M High / 6M Low: | 2.5900 | 1.0600 |
| High (YTD): | 8/7/2024 | 2.5900 |
| Low (YTD): | 3/12/2024 | 1.0600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2090 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6055 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.41% | |
| Volatility 6M: | 173.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
