UniCredit Call 130 UPS 19.03.2025/  DE000HD62L59  /

EUWAX
11/8/2024  8:47:47 AM Chg.-0.03 Bid11:52:28 AM Ask11:52:28 AM Underlying Strike price Expiration date Option type
0.97EUR -3.00% 0.98
Bid Size: 8,000
1.00
Ask Size: 8,000
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: 12.81
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -0.57
Time value: 0.97
Break-even: 139.70
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.49
Theta: -0.05
Omega: 6.26
Rho: 0.18
 

Quote data

Open: 0.97
High: 0.97
Low: 0.97
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.00%
1 Month
  -5.83%
3 Months  
+7.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.00 0.91
1M High / 1M Low: 1.28 0.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -