UC WAR. CALL 03/25 1BR1/ DE000UG14EJ4 /
| 24/01/2025 21:46:40 | Chg.+0.0600 | Bid21:59:06 | Ask21:59:06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | +20.69% | 0.3100 Bid Size: 10,000 |
0.3700 Ask Size: 10,000 |
URW (STAPLED SHS) E... | 78.00 EUR | 19/03/2025 | Call |
Master data
| WKN: | UG14EJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | URW (STAPLED SHS) EO-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 78.00 EUR |
| Maturity: | 19/03/2025 |
| Issue date: | 09/12/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.22 |
| Parity: | -0.12 |
| Time value: | 0.37 |
| Break-even: | 81.70 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.06 |
| Spread %: | 19.35% |
| Delta: | 0.49 |
| Theta: | -0.04 |
| Omega: | 10.22 |
| Rho: | 0.05 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.3500 |
| Low: | 0.2600 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | +59.09% | ||
| 3 Months | - | ||
| YTD | +45.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 24/01/2025 | 0.3500 |
| Low (YTD): | 14/01/2025 | 0.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2653 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 200.65% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |