UC WAR. CALL 02/25 BAYN/ DE000UG1S9P7 /
| 24/01/2025 21:41:04 | Chg.-0.0800 | Bid21:59:49 | Ask21:59:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | -12.90% | 0.5200 Bid Size: 20,000 |
0.5600 Ask Size: 20,000 |
BAYER AG NA O.N. | 21.50 EUR | 19/02/2025 | Call |
Master data
| WKN: | UG1S9P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21.50 EUR |
| Maturity: | 19/02/2025 |
| Issue date: | 08/01/2025 |
| Last trading day: | 18/02/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.33 |
| Parity: | -0.61 |
| Time value: | 0.56 |
| Break-even: | 22.06 |
| Moneyness: | 0.97 |
| Premium: | 0.06 |
| Premium p.a.: | 1.21 |
| Spread abs.: | 0.04 |
| Spread %: | 7.69% |
| Delta: | 0.41 |
| Theta: | -0.02 |
| Omega: | 15.27 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.7500 |
| Low: | 0.5400 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.94% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6740 | |
| Avg. volume 1W: | 0.0000 | |
| 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: | - |