UC WAR. CALL 01/25 VOW3/ DE000UG0CP17 /
| 10/01/2025 11:40:33 | Chg.+0.0500 | Bid13:06:46 | Ask10/01/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8400EUR | +6.33% | 0.9200 Bid Size: 100,000 |
- Ask Size: 100,000 |
VOLKSWAGEN AG VZO O.... | 82.00 EUR | 15/01/2025 | Call |
Master data
| WKN: | UG0CP1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOLKSWAGEN AG VZO O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 82.00 EUR |
| Maturity: | 15/01/2025 |
| Issue date: | 13/11/2024 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.77 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.23 |
| Parity: | 0.77 |
| Time value: | 0.07 |
| Break-even: | 90.40 |
| Moneyness: | 1.09 |
| Premium: | 0.01 |
| Premium p.a.: | 0.76 |
| Spread abs.: | 0.08 |
| Spread %: | 10.53% |
| Delta: | 0.85 |
| Theta: | -0.20 |
| Omega: | 9.07 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.8400 |
| Low: | 0.6800 |
| Previous Close: | 0.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +52.73% | ||
|---|---|---|---|
| 1 Month | +55.56% | ||
| 3 Months | - | ||
| YTD | +10.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 09/01/2025 | 0.7900 |
| Low (YTD): | 03/01/2025 | 0.5500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7320 | |
| Avg. volume 1W: | 2 | |
| Avg. price 1M: | 0.6583 | |
| Avg. volume 1M: | .5556 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 255.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |