UniCredit Call 145 UPS 18.09.2024
/ DE000HD5J9B8
UniCredit Call 145 UPS 18.09.2024/ DE000HD5J9B8 /
| 7/12/2024 3:50:59 PM |
Chg.+0.040 |
Bid4:27:23 PM |
Ask4:27:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+10.26% |
0.460
Bid Size: 25,000 |
0.470
Ask Size: 25,000 |
United Parcel Servic... |
145.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD5J9B |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
United Parcel Service |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
-1.79 |
| Time value: |
0.42 |
| Break-even: |
149.20 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.29 |
| Theta: |
-0.07 |
| Omega: |
8.93 |
| Rho: |
0.06 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.47% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.320 |
| 1M High / 1M Low: |
0.470 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
