UniCredit Call 130 UPS 18.12.2024/  DE000HD62L18  /

EUWAX
9/13/2024  8:13:48 PM Chg.-0.110 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.600EUR -15.49% -
Bid Size: -
-
Ask Size: -
United Parcel Servic... 130.00 - 12/18/2024 Call
 

Master data

WKN: HD62L1
Issuer: UniCredit
Currency: EUR
Underlying: United Parcel Service
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 12/18/2024
Issue date: 6/3/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.95
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.23
Parity: -1.51
Time value: 0.64
Break-even: 136.40
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.93
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.37
Theta: -0.06
Omega: 6.63
Rho: 0.09
 

Quote data

Open: 0.660
High: 0.680
Low: 0.570
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+9.09%
3 Months
  -53.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.600
1M High / 1M Low: 0.750 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   0.684
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -