UC WAR. CALL 01/25 BAYN/ DE000UG0JSQ6 /
| 2024-12-20 9:40:46 PM | Chg.-0.0400 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -13.33% | 0.2100 Bid Size: 25,000 |
0.2700 Ask Size: 25,000 |
BAYER AG NA O.N. | 20.00 EUR | 2025-01-15 | Call |
Master data
| WKN: | UG0JSQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 EUR |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-11-18 |
| Last trading day: | 2025-01-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 70.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.33 |
| Parity: | -1.06 |
| Time value: | 0.27 |
| Break-even: | 20.27 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 1.70 |
| Spread abs.: | 0.06 |
| Spread %: | 28.57% |
| Delta: | 0.28 |
| Theta: | -0.01 |
| Omega: | 19.77 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2000 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -62.32% | ||
|---|---|---|---|
| 1 Month | -74.26% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 1.0500 | 0.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7133 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 262.46% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
