UniCredit Call 29 ZAL 15.01.2025
/ DE000UG0CP82
UniCredit Call 29 ZAL 15.01.2025/ DE000UG0CP82 /
| 2024-12-17 12:14:03 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.74EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
29.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
UG0CP8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-11-13 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
3.99 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.41 |
| Parity: |
3.99 |
| Time value: |
1.69 |
| Break-even: |
34.68 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.63 |
| Spread %: |
12.48% |
| Delta: |
0.73 |
| Theta: |
-0.06 |
| Omega: |
4.26 |
| Rho: |
0.01 |
Quote data
| Open: |
5.30 |
| High: |
5.74 |
| Low: |
5.30 |
| Previous Close: |
5.58 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.52% |
| 1 Month |
|
|
+200.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.74 |
5.58 |
| 1M High / 1M Low: |
6.27 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
