UC WAR. CALL 01/25 BEI/ DE000UG08922 /
| 2024-12-20 9:42:00 PM | Chg.-0.0100 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | -3.13% | 0.2900 Bid Size: 10,000 |
0.3100 Ask Size: 10,000 |
BEIERSDORF AG O.N. | 122.00 EUR | 2025-01-15 | Call |
Master data
| WKN: | UG0892 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 122.00 EUR |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-11-11 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 39.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.16 |
| Parity: | 0.09 |
| Time value: | 0.23 |
| Break-even: | 125.10 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.02 |
| Spread %: | 6.90% |
| Delta: | 0.58 |
| Theta: | -0.05 |
| Omega: | 22.91 |
| Rho: | 0.05 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.3100 |
| Low: | 0.2600 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.04% | ||
|---|---|---|---|
| 1 Month | -26.19% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.5500 | 0.3000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4081 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 304.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
