UniCredit Call 125 UPS 18.12.2024
/ DE000HD835J9
UniCredit Call 125 UPS 18.12.2024/ DE000HD835J9 /
| 11/7/2024 7:34:11 PM |
Chg.+0.110 |
Bid9:37:05 PM |
Ask9:37:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+12.64% |
0.950
Bid Size: 15,000 |
0.960
Ask Size: 15,000 |
United Parcel Servic... |
125.00 USD |
12/18/2024 |
Call |
Master data
| WKN: |
HD835J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
12/18/2024 |
| Issue date: |
8/20/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.24 |
| Parity: |
0.83 |
| Time value: |
0.10 |
| Break-even: |
125.78 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
11.62 |
| Rho: |
0.11 |
Quote data
| Open: |
0.930 |
| High: |
1.020 |
| Low: |
0.920 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-2.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.820 |
| 1M High / 1M Low: |
1.550 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
