UC WAR. CALL 12/24 UPAB/ DE000HC6UVW3 /
| 2024-05-31 9:41:37 PM | Chg.+0.0400 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | +10.81% | 0.4300 Bid Size: 25,000 |
0.4400 Ask Size: 25,000 |
United Parcel Servic... | 160.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6UVW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 29.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.21 |
| Parity: | -3.19 |
| Time value: | 0.44 |
| Break-even: | 164.40 |
| Moneyness: | 0.80 |
| Premium: | 0.28 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.01 |
| Spread %: | 2.33% |
| Delta: | 0.25 |
| Theta: | -0.03 |
| Omega: | 7.38 |
| Rho: | 0.15 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3700 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -44.59% | ||
| 3 Months | -56.84% | ||
| YTD | -74.53% | ||
| 1 Year | -86.20% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.3400 |
| 6M High / 6M Low: | 1.8600 | 0.3400 |
| High (YTD): | 2024-01-10 | 1.7200 |
| Low (YTD): | 2024-05-29 | 0.3400 |
| 52W High: | 2023-07-24 | 3.8300 |
| 52W Low: | 2024-05-29 | 0.3400 |
| Avg. price 1W: | 0.3840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6127 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1065 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.7778 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 136.49% | |
| Volatility 6M: | 130.74% | |
| Volatility 1Y: | 108.81% | |
| Volatility 3Y: | - |
