UC WAR. CALL 12/24 ZAL/ DE000UG08CE1 /
| 2024-11-12 7:41:50 PM | Chg.-0.1600 | Bid8:37:50 PM | Ask8:37:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5900EUR | -9.14% | 1.5600 Bid Size: 3,000 |
1.6200 Ask Size: 3,000 |
ZALANDO SE | 27.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | UG08CE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ZALANDO SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-11-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.91 |
|---|---|
| Intrinsic value: | 0.67 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.44 |
| Parity: | 0.67 |
| Time value: | 1.14 |
| Break-even: | 28.81 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.10 |
| Spread %: | 5.85% |
| Delta: | 0.61 |
| Theta: | -0.02 |
| Omega: | 9.32 |
| Rho: | 0.01 |
Quote data
| Open: | 1.5300 |
|---|---|
| High: | 1.6700 |
| Low: | 1.5000 |
| Previous Close: | 1.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
