UniCredit Call 130 UPS 18.12.2024
/ DE000HD62L18
UniCredit Call 130 UPS 18.12.2024/ DE000HD62L18 /
| 04/10/2024 19:39:00 |
Chg.+0.010 |
Bid20:44:53 |
Ask20:44:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+1.32% |
0.760
Bid Size: 25,000 |
0.770
Ask Size: 25,000 |
United Parcel Servic... |
130.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD62L1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
-1.15 |
| Time value: |
0.77 |
| Break-even: |
137.70 |
| Moneyness: |
0.91 |
| Premium: |
0.16 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.41 |
| Theta: |
-0.08 |
| Omega: |
6.35 |
| Rho: |
0.08 |
Quote data
| Open: |
0.740 |
| High: |
0.800 |
| Low: |
0.740 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
+13.24% |
| 3 Months |
|
|
-39.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.760 |
| 1M High / 1M Low: |
1.070 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.753 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
