UC WAR. CALL 01/25 HEI/ DE000UG0YA75 /
| 2024-12-27 9:42:09 PM | Chg.-0.0300 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | -6.67% | 0.3800 Bid Size: 10,000 |
0.4400 Ask Size: 10,000 |
HEIDELBERG MATERIALS... | 118.00 EUR | 2025-01-15 | Call |
Master data
| WKN: | UG0YA7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 118.00 EUR |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-12-02 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 23.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | 0.24 |
| Time value: | 0.28 |
| Break-even: | 123.10 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.54 |
| Spread abs.: | 0.06 |
| Spread %: | 13.33% |
| Delta: | 0.62 |
| Theta: | -0.10 |
| Omega: | 14.68 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3600 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.69% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4350 | |
| Avg. volume 1W: | 0.0000 | |
| 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: | - |
