UC WAR. CALL 06/25 RNL/ DE000UG0JRB0 /
| 1/9/2025 9:46:34 PM | Chg.- | Bid1/9/2025 | Ask1/9/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | - | 0.6300 Bid Size: 30,000 |
0.6400 Ask Size: 30,000 |
RENAULT INH. EO... | 42.00 EUR | 6/18/2025 | Call |
Master data
| WKN: | UG0JRB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RENAULT INH. EO 3,81 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 EUR |
| Maturity: | 6/18/2025 |
| Issue date: | 11/18/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.52 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.28 |
| Parity: | 0.52 |
| Time value: | 0.22 |
| Break-even: | 49.30 |
| Moneyness: | 1.12 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 1.39% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 4.90 |
| Rho: | 0.12 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6400 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.03% | ||
|---|---|---|---|
| 1 Month | +23.08% | ||
| 3 Months | - | ||
| YTD | -12.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.5200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.7300 |
| Low (YTD): | 1/9/2025 | 0.6400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6489 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.73% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |