UniCredit Call 130 UPS 15.01.2025
/ DE000HD62L42
UniCredit Call 130 UPS 15.01.2025/ DE000HD62L42 /
| 10/16/2024 2:15:41 PM |
Chg.-0.050 |
Bid10/16/2024 |
Ask10/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-4.95% |
0.960
Bid Size: 10,000 |
0.980
Ask Size: 10,000 |
United Parcel Servic... |
130.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
HD62L4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.24 |
| Parity: |
-0.71 |
| Time value: |
0.94 |
| Break-even: |
139.40 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.47 |
| Theta: |
-0.07 |
| Omega: |
6.15 |
| Rho: |
0.12 |
Quote data
| Open: |
0.910 |
| High: |
0.960 |
| Low: |
0.910 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.49% |
| 1 Month |
|
|
+29.73% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.910 |
| 1M High / 1M Low: |
1.130 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
