UniCredit Call 130 UPS 15.01.2025/  DE000HD62L42  /

Frankfurt Zert./HVB
8/9/2024  7:29:05 PM Chg.-0.040 Bid9:48:53 PM Ask9:48:53 PM Underlying Strike price Expiration date Option type
0.680EUR -5.56% 0.700
Bid Size: 25,000
0.710
Ask Size: 25,000
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: 16.23
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -1.47
Time value: 0.71
Break-even: 137.10
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.39
Theta: -0.04
Omega: 6.34
Rho: 0.16
 

Quote data

Open: 0.730
High: 0.770
Low: 0.670
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -47.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.680
1M High / 1M Low: 2.070 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   1.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -