UC WAR. CALL 12/26 AEC1/ DE000UG1R8P0 /
| 2025-01-14 11:41:10 AM | Chg.-0.0200 | Bid1:07:52 PM | Ask1:07:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | -2.90% | 0.6800 Bid Size: 10,000 |
0.7500 Ask Size: 10,000 |
American Express Com... | 550.00 USD | 2026-12-16 | Call |
Master data
| WKN: | UG1R8P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | American Express Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 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: | 40.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.23 |
| Parity: | -24.65 |
| Time value: | 0.72 |
| Break-even: | 543.06 |
| Moneyness: | 0.54 |
| Premium: | 0.88 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.03 |
| Spread %: | 4.35% |
| Delta: | 0.14 |
| Theta: | -0.02 |
| Omega: | 5.49 |
| Rho: | 0.62 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6500 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.10% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7440 | |
| 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: | - |
