UC WAR. CALL 02/25 MUV2/ DE000UG1BLJ1 /
| 2024-12-27 9:40:02 PM | Chg.-0.1600 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -29.09% | 0.3600 Bid Size: 10,000 |
0.4300 Ask Size: 10,000 |
MUENCH.RUECKVERS.VNA... | 530.00 EUR | 2025-02-19 | Call |
Master data
| WKN: | UG1BLJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MUENCH.RUECKVERS.VNA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 530.00 EUR |
| Maturity: | 2025-02-19 |
| Issue date: | 2024-12-16 |
| Last trading day: | 2025-02-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 82.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.20 |
| Parity: | -3.31 |
| Time value: | 0.60 |
| Break-even: | 536.00 |
| Moneyness: | 0.94 |
| Premium: | 0.08 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.07 |
| Spread %: | 13.21% |
| Delta: | 0.25 |
| Theta: | -0.13 |
| Omega: | 20.74 |
| Rho: | 0.18 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4200 |
| Low: | 0.3500 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.78% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4700 | |
| 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: | - |
