UC WAR. CALL 03/25 BNR/ DE000UG0F0D8 /
| 23/01/2025 13:41:06 | Chg.+0.0700 | Bid15:33:50 | Ask15:33:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +21.88% | 0.4000 Bid Size: 100,000 |
0.4100 Ask Size: 100,000 |
BRENNTAG SE NA O.N. | 55.00 EUR | 19/03/2025 | Call |
Master data
| WKN: | UG0F0D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 19/03/2025 |
| Issue date: | 14/11/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.10 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | 0.10 |
| Time value: | 0.24 |
| Break-even: | 58.40 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.04 |
| Spread %: | 13.33% |
| Delta: | 0.59 |
| Theta: | -0.03 |
| Omega: | 9.78 |
| Rho: | 0.04 |
Quote data
| Open: | 0.2800 |
|---|---|
| High: | 0.4000 |
| Low: | 0.2800 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.71% | ||
|---|---|---|---|
| 1 Month | -15.22% | ||
| 3 Months | - | ||
| YTD | -23.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 07/01/2025 | 0.5300 |
| Low (YTD): | 14/01/2025 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4128 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 204.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |