UC WAR. CALL 01/25 HEN3/ DE000UG02FC1 /
| 12/12/2024 13:42:27 | Chg.- | Bid14:18:44 | Ask12/12/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | - | 0.7400 Bid Size: 60,000 |
- Ask Size: 60,000 |
HENKEL AG+CO.KGAA VZ... | 78.00 - | 15/01/2025 | Call |
Master data
| WKN: | UG02FC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HENKEL AG+CO.KGAA VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 78.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 04/11/2024 |
| Last trading day: | 12/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.62 |
| Implied volatility: | 0.83 |
| Historic volatility: | 0.16 |
| Parity: | 0.62 |
| Time value: | 0.12 |
| Break-even: | 85.40 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 1.40 |
| Spread abs.: | 0.05 |
| Spread %: | 7.25% |
| Delta: | 0.78 |
| Theta: | -0.22 |
| Omega: | 8.88 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7300 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +19.67% | ||
| 3 Months | - | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7225 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 278.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |