UC WAR. CALL 02/25 BEI/ DE000UG0NAS2 /
| 24/01/2025 11:41:24 | Chg.+0.0600 | Bid12:12:48 | Ask12:12:48 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | +16.22% | 0.4400 Bid Size: 50,000 |
0.4500 Ask Size: 50,000 |
BEIERSDORF AG O.N. | 125.00 EUR | 19/02/2025 | Call |
Master data
| WKN: | UG0NAS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 EUR |
| Maturity: | 19/02/2025 |
| Issue date: | 20/11/2024 |
| Last trading day: | 18/02/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.10 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.16 |
| Parity: | 0.10 |
| Time value: | 0.31 |
| Break-even: | 129.00 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.03 |
| Spread %: | 8.11% |
| Delta: | 0.57 |
| Theta: | -0.07 |
| Omega: | 17.93 |
| Rho: | 0.05 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3500 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.16% | ||
|---|---|---|---|
| 1 Month | +30.30% | ||
| 3 Months | - | ||
| YTD | +34.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3800 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.5500 | 0.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 09/01/2025 | 0.5500 |
| Low (YTD): | 15/01/2025 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3611 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 382.88% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |