UC WAR. CALL 02/25 BMW/ DE000UG0NAY0 /
| 23/01/2025 21:40:48 | Chg.-0.0700 | Bid21:56:18 | Ask21:56:18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | -13.46% | 0.4600 Bid Size: 35,000 |
0.4700 Ask Size: 35,000 |
BAY.MOTOREN WERKE AG... | 75.00 EUR | 19/02/2025 | Call |
Master data
| WKN: | UG0NAY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 EUR |
| Maturity: | 19/02/2025 |
| Issue date: | 20/11/2024 |
| Last trading day: | 18/02/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.27 |
| Parity: | 0.32 |
| Time value: | 0.19 |
| Break-even: | 80.10 |
| Moneyness: | 1.04 |
| Premium: | 0.02 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.01 |
| Spread %: | 2.00% |
| Delta: | 0.68 |
| Theta: | -0.06 |
| Omega: | 10.50 |
| Rho: | 0.04 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4400 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.27% | ||
|---|---|---|---|
| 1 Month | -6.25% | ||
| 3 Months | - | ||
| YTD | -25.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.3500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 06/01/2025 | 0.6300 |
| Low (YTD): | 09/01/2025 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5000 | |
| Avg. volume 1W: | 253.8000 | |
| Avg. price 1M: | 0.4811 | |
| Avg. volume 1M: | 70.5000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 283.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |