UniCredit Call 44 GFS 15.01.2025
/ DE000UG1D2R5
UniCredit Call 44 GFS 15.01.2025/ DE000UG1D2R5 /
| 2024-12-23 2:44:14 PM |
Chg.-0.050 |
Bid4:25:03 PM |
Ask4:25:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-31.25% |
0.200
Bid Size: 25,000 |
0.210
Ask Size: 25,000 |
Global Foundries Inc |
44.00 USD |
2025-01-15 |
Call |
Master data
| WKN: |
UG1D2R |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Global Foundries Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-12-17 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.43 |
| Parity: |
-0.28 |
| Time value: |
0.14 |
| Break-even: |
43.57 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
3.92 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.36 |
| Theta: |
-0.05 |
| Omega: |
10.25 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
