UniCredit Call 160 UPS 15.01.2025/  DE000HC6UVY9  /

Frankfurt Zert./HVB
2024-07-04  6:09:14 PM Chg.0.000 Bid6:40:37 PM Ask6:40:37 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
Bid Size: -
-
Ask Size: -
United Parcel Servic... 160.00 - 2025-01-15 Call
 

Master data

WKN: HC6UVY
Issuer: UniCredit
Currency: EUR
Underlying: United Parcel Service
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-15
Issue date: 2023-05-19
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.89
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.21
Parity: -3.44
Time value: 0.36
Break-even: 163.60
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.22
Theta: -0.03
Omega: 7.78
Rho: 0.13
 

Quote data

Open: 0.300
High: 0.360
Low: 0.300
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.89%
1 Month
  -18.60%
3 Months
  -67.59%
YTD
  -78.79%
1 Year
  -90.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.470 0.330
6M High / 6M Low: 1.760 0.330
High (YTD): 2024-01-02 1.780
Low (YTD): 2024-07-02 0.330
52W High: 2023-07-24 3.950
52W Low: 2024-07-02 0.330
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.957
Avg. volume 6M:   0.000
Avg. price 1Y:   1.620
Avg. volume 1Y:   0.000
Volatility 1M:   191.63%
Volatility 6M:   152.85%
Volatility 1Y:   122.47%
Volatility 3Y:   -