UC WAR. CALL 06/25 VAS/ DE000UG02DH5 /
| 20/12/2024 21:45:18 | Chg.+0.1000 | Bid21:59:44 | Ask21:59:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4200EUR | +7.58% | 1.3700 Bid Size: 3,000 |
1.5200 Ask Size: 3,000 |
VOESTALPINE AG | 19.00 EUR | 18/06/2025 | Call |
Master data
| WKN: | UG02DH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 19.00 EUR |
| Maturity: | 18/06/2025 |
| Issue date: | 04/11/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.26 |
| Parity: | -1.01 |
| Time value: | 1.52 |
| Break-even: | 20.52 |
| Moneyness: | 0.95 |
| Premium: | 0.14 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.15 |
| Spread %: | 10.95% |
| Delta: | 0.49 |
| Theta: | -0.01 |
| Omega: | 5.77 |
| Rho: | 0.04 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.4200 |
| Low: | 1.1300 |
| Previous Close: | 1.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.66% | ||
|---|---|---|---|
| 1 Month | -8.39% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5700 | 1.3200 |
|---|---|---|
| 1M High / 1M Low: | 2.2400 | 1.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6833 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
