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: | - |