UniCredit Call 150 UPS 18.12.2024
/ DE000HD105Y6
UniCredit Call 150 UPS 18.12.2024/ DE000HD105Y6 /
| 2024-05-31 7:26:06 PM |
Chg.+0.050 |
Bid9:55:59 PM |
Ask9:55:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+8.33% |
0.690
Bid Size: 25,000 |
0.700
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: |
0.610 |
| High: |
0.650 |
| Low: |
0.600 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.99% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-67.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.570 |
| 1M High / 1M Low: |
1.200 |
0.570 |
| 6M High / 6M Low: |
2.410 |
0.570 |
| High (YTD): |
2024-01-09 |
2.150 |
| Low (YTD): |
2024-05-29 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.92% |
| Volatility 6M: |
|
133.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
