UniCredit Call 35 DHER 15.01.2025/  DE000UG0NBP6  /

EUWAX
2024-12-20  8:19:17 PM Chg.+0.050 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.130EUR +62.50% -
Bid Size: -
-
Ask Size: -
DELIVERY HERO SE NA ... 35.00 EUR 2025-01-15 Call
 

Master data

WKN: UG0NBP
Issuer: UniCredit
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2025-01-15
Issue date: 2024-11-20
Last trading day: 2025-01-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 101.79
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.68
Parity: -6.50
Time value: 0.28
Break-even: 35.28
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 21.55
Spread abs.: 0.20
Spread %: 250.00%
Delta: 0.13
Theta: -0.02
Omega: 12.94
Rho: 0.00
 

Quote data

Open: 0.080
High: 0.150
Low: 0.080
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -83.54%
1 Month
  -97.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.080
1M High / 1M Low: 5.530 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   2.402
Avg. volume 1M:   47.619
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   509.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -