UC WAR. CALL 02/25 BMW/ DE000UG0NAX2 /
| 1/23/2025 9:42:00 PM | Chg.-0.0700 | Bid9:44:03 PM | Ask9:44:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8500EUR | -7.61% | 0.8500 Bid Size: 25,000 |
0.8600 Ask Size: 25,000 |
BAY.MOTOREN WERKE AG... | 70.00 EUR | 2/19/2025 | Call |
Master data
| WKN: | UG0NAX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 EUR |
| Maturity: | 2/19/2025 |
| Issue date: | 11/20/2024 |
| Last trading day: | 2/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.85 |
|---|---|
| Intrinsic value: | 0.82 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.27 |
| Parity: | 0.82 |
| Time value: | 0.09 |
| Break-even: | 79.10 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.01 |
| Spread %: | 1.11% |
| Delta: | 0.85 |
| Theta: | -0.04 |
| Omega: | 7.31 |
| Rho: | 0.04 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9100 |
| Low: | 0.8200 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.66% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | - | ||
| YTD | -14.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.8200 |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.7000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/6/2025 | 1.0400 |
| Low (YTD): | 1/9/2025 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8633 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 194.85% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |