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UniCredit Call 160 UPS 18.12.2024/  DE000HC6UVW3  /

Frankfurt Zert./HVB
2024-05-31  7:33:42 PM Chg.+0.040 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.410EUR +10.81% 0.420
Bid Size: 25,000		 0.430
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: 0.360
High: 0.410
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -44.59%
3 Months
  -55.43%
YTD
  -73.89%
1 Year
  -86.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.790 0.350
6M High / 6M Low: 1.910 0.350
High (YTD): 2024-01-02 1.700
Low (YTD): 2024-05-29 0.350
52W High: 2023-07-24 3.850
52W Low: 2024-05-29 0.350
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   1.105
Avg. volume 6M:   0.000
Avg. price 1Y:   1.776
Avg. volume 1Y:   0.000
Volatility 1M:   132.63%
Volatility 6M:   150.38%
Volatility 1Y:   120.91%
Volatility 3Y:   -