UniCredit Call 130 UPS 19.03.2025/  DE000HD62L59  /

Frankfurt Zert./HVB
11/6/2024  7:36:28 PM Chg.+0.040 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.930EUR +4.49% 0.970
Bid Size: 20,000
0.980
Ask Size: 20,000
United Parcel Servic... 130.00 - 3/19/2025 Call
 

Master data

WKN: HD62L5
Issuer: UniCredit
Currency: EUR
Underlying: United Parcel Service
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 3/19/2025
Issue date: 6/3/2024
Last trading day: 3/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.36
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -0.76
Time value: 0.99
Break-even: 139.90
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 2.06%
Delta: 0.47
Theta: -0.05
Omega: 5.87
Rho: 0.18
 

Quote data

Open: 1.080
High: 1.100
Low: 0.890
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.58%
1 Month
  -8.82%
3 Months  
+4.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.890
1M High / 1M Low: 1.890 0.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.956
Avg. volume 1W:   0.000
Avg. price 1M:   1.117
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   349.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -