UC WAR. CALL 02/25 P911/ DE000UG0NFR3 /
| 2024-12-20 9:42:16 PM | Chg.-0.0200 | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | -8.00% | 0.2200 Bid Size: 15,000 |
0.2400 Ask Size: 15,000 |
PORSCHE AG VZ | 60.00 EUR | 2025-02-19 | Call |
Master data
| WKN: | UG0NFR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PORSCHE AG VZ |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 2025-02-19 |
| Issue date: | 2024-11-20 |
| Last trading day: | 2025-02-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.29 |
| Parity: | -0.14 |
| Time value: | 0.24 |
| Break-even: | 62.40 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.02 |
| Spread %: | 9.09% |
| Delta: | 0.46 |
| Theta: | -0.03 |
| Omega: | 11.35 |
| Rho: | 0.04 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2000 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -36.11% | ||
|---|---|---|---|
| 1 Month | -17.86% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.4300 | 0.2300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3210 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
