UC WAR. CALL 12/26 AEC1/ DE000UG1R8M7 /
| 2025-01-10 9:41:20 PM | Chg.-0.1400 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4500EUR | -8.81% | 1.4000 Bid Size: 20,000 |
1.4300 Ask Size: 20,000 |
American Express Com... | 450.00 USD | 2026-12-16 | Call |
Master data
| WKN: | UG1R8M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | American Express Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 USD |
| Maturity: | 2026-12-16 |
| Issue date: | 2025-01-07 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.23 |
| Parity: | -15.30 |
| Time value: | 1.43 |
| Break-even: | 453.55 |
| Moneyness: | 0.65 |
| Premium: | 0.58 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.03 |
| Spread %: | 2.14% |
| Delta: | 0.25 |
| Theta: | -0.03 |
| Omega: | 4.92 |
| Rho: | 1.08 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.5400 |
| Low: | 1.4500 |
| Previous Close: | 1.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| 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: | - |
