UniCredit Call 32 FRE 15.01.2025
/ DE000UG02F92
UniCredit Call 32 FRE 15.01.2025/ DE000UG02F92 /
| 2024-12-19 2:50:26 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
32.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
UG02F9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-11-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.21 |
| Parity: |
1.54 |
| Time value: |
0.77 |
| Break-even: |
34.31 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.52 |
| Spread %: |
29.05% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
10.07 |
| Rho: |
0.01 |
Quote data
| Open: |
2.00 |
| High: |
2.16 |
| Low: |
2.00 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.06 |
1.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
