UC WAR. PUT 12/24 UPAB/ DE000HD62L34 /
| 2024-08-30 9:42:30 PM | Chg.-0.0300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | -6.25% | 0.4300 Bid Size: 30,000 |
0.4400 Ask Size: 30,000 |
United Parcel Servic... | 120.00 - | 2024-12-18 | Put |
Master data
| WKN: | HD62L3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 120.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-06-03 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -26.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.24 |
| Parity: | 0.36 |
| Time value: | 0.08 |
| Break-even: | 115.60 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.01 |
| Spread %: | 2.33% |
| Delta: | -0.61 |
| Theta: | -0.01 |
| Omega: | -16.06 |
| Rho: | -0.22 |
Quote data
| Open: | 0.4700 |
|---|---|
| High: | 0.4800 |
| Low: | 0.4500 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.26% | ||
|---|---|---|---|
| 1 Month | -6.25% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.4300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5332 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 163.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
