UC WAR. CALL 09/25 EBO/ DE000UG02C53 /
| 2024-11-12 9:46:43 PM | Chg.-0.0600 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | -10.91% | 0.4700 Bid Size: 8,000 |
0.5100 Ask Size: 8,000 |
ERSTE GROUP BNK INH.... | 52.00 EUR | 2025-09-17 | Call |
Master data
| WKN: | UG02C5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ERSTE GROUP BNK INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 52.00 EUR |
| Maturity: | 2025-09-17 |
| Issue date: | 2024-11-04 |
| Last trading day: | 2025-09-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.20 |
| Parity: | 0.12 |
| Time value: | 0.45 |
| Break-even: | 57.70 |
| Moneyness: | 1.02 |
| Premium: | 0.08 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 7.55% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 5.92 |
| Rho: | 0.24 |
Quote data
| Open: | 0.4700 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4700 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.55% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5380 | |
| 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: | - |
