UniCredit Call 52 MO 15.01.2025/  DE000UG1H7E8  /

Stuttgart
2024-12-23  9:09:46 PM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.160EUR - -
Bid Size: -
-
Ask Size: -
Altria Group Inc 52.00 USD 2025-01-15 Call
 

Master data

WKN: UG1H7E
Issuer: UniCredit
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 2025-01-15
Issue date: 2024-12-23
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.24
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.14
Implied volatility: 0.15
Historic volatility: 0.18
Parity: 0.14
Time value: 0.03
Break-even: 51.69
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.80
Theta: -0.02
Omega: 24.25
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.200
Low: 0.120
Previous Close: -
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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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:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -