UniCredit Call 130 UPS 15.01.2025
/ DE000HD62L42
UniCredit Call 130 UPS 15.01.2025/ DE000HD62L42 /
| 13/09/2024 19:37:45 |
Chg.-0.130 |
Bid21:55:10 |
Ask21:55:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-16.67% |
0.700
Bid Size: 25,000 |
0.710
Ask Size: 25,000 |
United Parcel Servic... |
130.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD62L4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
03/06/2024 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
-1.51 |
| Time value: |
0.71 |
| Break-even: |
137.10 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
6.23 |
| Rho: |
0.13 |
Quote data
| Open: |
0.740 |
| High: |
0.760 |
| Low: |
0.640 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.16% |
| 1 Month |
|
|
-1.52% |
| 3 Months |
|
|
-52.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.650 |
| 1M High / 1M Low: |
0.830 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
