UC WAR. CALL 09/25 XCA/ DE000UG1BE93 /
| 2025-01-15 9:46:25 PM | Chg.+0.1200 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | +12.37% | 1.0400 Bid Size: 8,000 |
1.0900 Ask Size: 8,000 |
CREDIT AGRICOLE INH.... | 13.50 EUR | 2025-09-17 | Call |
Master data
| WKN: | UG1BE9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CREDIT AGRICOLE INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.50 EUR |
| Maturity: | 2025-09-17 |
| Issue date: | 2024-12-16 |
| Last trading day: | 2025-09-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.08 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.20 |
| Parity: | 0.15 |
| Time value: | 0.86 |
| Break-even: | 14.51 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 5.21% |
| Delta: | 0.61 |
| Theta: | 0.00 |
| Omega: | 8.24 |
| Rho: | 0.05 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 1.0900 |
| Low: | 0.9700 |
| Previous Close: | 0.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +37.97% | ||
|---|---|---|---|
| 1 Month | +57.97% | ||
| 3 Months | - | ||
| YTD | +45.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.7800 |
|---|---|---|
| 1M High / 1M Low: | 1.0900 | 0.6200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2025-01-15 | 1.0900 |
| Low (YTD): | 2025-01-03 | 0.6900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7494 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.78% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
