UC WAR. CALL 02/25 AMD/ DE000UG21NS1 /
| 1/23/2025 9:41:10 PM | Chg.-0.0600 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | -5.13% | 1.1100 Bid Size: 50,000 |
1.1200 Ask Size: 50,000 |
Advanced Micro Devic... | 115.00 USD | 2/19/2025 | Call |
Master data
| WKN: | UG21NS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Advanced Micro Devices Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 USD |
| Maturity: | 2/19/2025 |
| Issue date: | 1/17/2025 |
| Last trading day: | 2/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.08 |
|---|---|
| Intrinsic value: | 0.84 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.44 |
| Parity: | 0.84 |
| Time value: | 0.33 |
| Break-even: | 122.19 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.01 |
| Spread %: | 0.86% |
| Delta: | 0.73 |
| Theta: | -0.11 |
| Omega: | 7.38 |
| Rho: | 0.06 |
Quote data
| Open: | 1.1100 |
|---|---|
| High: | 1.1400 |
| Low: | 1.0000 |
| Previous Close: | 1.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 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: | - |