UC WAR. CALL 09/25 GOB/ DE000UG0JRJ3 /
| 10/01/2025 21:46:29 | Chg.-0.0090 | Bid21:59:25 | Ask21:59:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0690EUR | -11.54% | 0.0480 Bid Size: 14,000 |
0.0780 Ask Size: 14,000 |
ST GOBAIN ... | 115.00 EUR | 17/09/2025 | Call |
Master data
| WKN: | UG0JRJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ST GOBAIN EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 EUR |
| Maturity: | 17/09/2025 |
| Issue date: | 18/11/2024 |
| Last trading day: | 16/09/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 91.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | -2.92 |
| Time value: | 0.09 |
| Break-even: | 115.94 |
| Moneyness: | 0.75 |
| Premium: | 0.35 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.03 |
| Spread %: | 49.21% |
| Delta: | 0.12 |
| Theta: | -0.01 |
| Omega: | 10.60 |
| Rho: | 0.06 |
Quote data
| Open: | 0.0500 |
|---|---|
| High: | 0.0750 |
| Low: | 0.0500 |
| Previous Close: | 0.0780 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.48% | ||
|---|---|---|---|
| 1 Month | -46.92% | ||
| 3 Months | - | ||
| YTD | -16.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0810 | 0.0730 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0730 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 06/01/2025 | 0.0810 |
| Low (YTD): | 03/01/2025 | 0.0730 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0776 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0953 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |