UC WAR. CALL 03/25 WIB/ DE000UG0JRZ9 /
| 24/01/2025 13:46:32 | Chg.+0.3200 | Bid15:33:18 | Ask15:33:18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6300EUR | +13.85% | 2.5700 Bid Size: 3,000 |
2.6100 Ask Size: 3,000 |
WIENERBERGER | 26.00 EUR | 19/03/2025 | Call |
Master data
| WKN: | UG0JRZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 EUR |
| Maturity: | 19/03/2025 |
| Issue date: | 18/11/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.77 |
|---|---|
| Intrinsic value: | 1.22 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.24 |
| Parity: | 1.22 |
| Time value: | 1.27 |
| Break-even: | 28.49 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.20 |
| Spread %: | 8.73% |
| Delta: | 0.65 |
| Theta: | -0.02 |
| Omega: | 7.10 |
| Rho: | 0.02 |
Quote data
| Open: | 2.2500 |
|---|---|
| High: | 2.6700 |
| Low: | 2.2500 |
| Previous Close: | 2.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.64% | ||
|---|---|---|---|
| 1 Month | +39.89% | ||
| 3 Months | - | ||
| YTD | +26.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.3600 | 2.1100 |
|---|---|---|
| 1M High / 1M Low: | 2.3600 | 0.8800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 20/01/2025 | 2.3600 |
| Low (YTD): | 14/01/2025 | 0.8800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 262.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |