UC WAR. CALL 12/24 UPAB/ DE000HC49PE3 /
2024-05-31 9:40:15 PM | Chg.+0.0200 | Bid2024-05-31 | Ask2024-05-31 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1300EUR | +18.18% | 0.1300 Bid Size: 25,000 |
0.1400 Ask Size: 25,000 |
United Parcel Servic... | 180.00 - | 2024-12-18 | Call |
Master data
WKN: | HC49PE |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | United Parcel Service |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-02-20 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 91.47 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.21 |
Parity: | -5.19 |
Time value: | 0.14 |
Break-even: | 181.40 |
Moneyness: | 0.71 |
Premium: | 0.42 |
Premium p.a.: | 0.89 |
Spread abs.: | 0.01 |
Spread %: | 7.69% |
Delta: | 0.11 |
Theta: | -0.02 |
Omega: | 9.76 |
Rho: | 0.07 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1300 |
Low: | 0.1100 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -56.67% | ||
3 Months | -69.77% | ||
YTD | -86.46% | ||
1 Year | -93.90% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1300 | 0.0960 |
---|---|---|
1M High / 1M Low: | 0.3200 | 0.0960 |
6M High / 6M Low: | 1.1200 | 0.0960 |
High (YTD): | 2024-01-10 | 1.0200 |
Low (YTD): | 2024-05-29 | 0.0960 |
52W High: | 2023-07-24 | 2.8100 |
52W Low: | 2024-05-29 | 0.0960 |
Avg. price 1W: | 0.1172 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2262 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5649 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.1237 | |
Avg. volume 1Y: | .9804 | |
Volatility 1M: | 179.75% | |
Volatility 6M: | 165.32% | |
Volatility 1Y: | 135.09% | |
Volatility 3Y: | - |