UC WAR. CALL 12/24 UPAB/ DE000HD105Y6 /
| 2024-05-31 9:41:53 PM | Chg.+0.0600 | Bid9:55:59 PM | Ask9:55:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | +9.84% | 0.6900 Bid Size: 25,000 |
0.7000 Ask Size: 25,000 |
United Parcel Servic... | 150.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD105Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | United Parcel Service |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-11-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.21 |
| Parity: | -2.19 |
| Time value: | 0.70 |
| Break-even: | 157.00 |
| Moneyness: | 0.85 |
| Premium: | 0.23 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.01 |
| Spread %: | 1.45% |
| Delta: | 0.35 |
| Theta: | -0.04 |
| Omega: | 6.41 |
| Rho: | 0.21 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6100 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.52% | ||
|---|---|---|---|
| 1 Month | -38.53% | ||
| 3 Months | -49.24% | ||
| YTD | -67.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7000 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 1.2100 | 0.5700 |
| 6M High / 6M Low: | 2.3400 | 0.5700 |
| High (YTD): | 2024-01-10 | 2.1900 |
| Low (YTD): | 2024-05-29 | 0.5700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9391 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4953 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.28% | |
| Volatility 6M: | 119.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
