UniCredit Call 120 UPS 14.01.2026/  DE000HD835T8  /

Frankfurt Zert./HVB
9/13/2024  7:35:51 PM Chg.-0.170 Bid9:56:45 PM Ask9:56:45 PM Underlying Strike price Expiration date Option type
1.720EUR -8.99% 1.790
Bid Size: 20,000
1.800
Ask Size: 20,000
United Parcel Servic... 120.00 USD 1/14/2026 Call
 

Master data

WKN: HD835T
Issuer: UniCredit
Currency: EUR
Underlying: United Parcel Service
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 1/14/2026
Issue date: 8/20/2024
Last trading day: 1/13/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.38
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 0.65
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.65
Time value: 1.15
Break-even: 126.34
Moneyness: 1.06
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.70
Theta: -0.02
Omega: 4.48
Rho: 0.83
 

Quote data

Open: 1.840
High: 1.890
Low: 1.710
Previous Close: 1.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.52%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.950 1.720
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.876
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -