UniCredit Call 36 ZAL 15.01.2025/  DE000UG14N64  /

Stuttgart
2024-12-20  8:19:59 PM Chg.-0.090 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.320EUR -21.95% -
Bid Size: -
-
Ask Size: -
ZALANDO SE 36.00 EUR 2025-01-15 Call
 

Master data

WKN: UG14N6
Issuer: UniCredit
Currency: EUR
Underlying: ZALANDO SE
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2025-01-15
Issue date: 2024-12-09
Last trading day: 2025-01-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 84.59
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.41
Parity: -3.01
Time value: 0.39
Break-even: 36.39
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 3.19
Spread abs.: 0.10
Spread %: 34.48%
Delta: 0.21
Theta: -0.02
Omega: 18.15
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.350
Low: 0.230
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.96%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.320
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
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:   -