UC WAR. CALL 09/25 GS71/ DE000UG08D80 /
| 1/24/2025 5:46:54 PM | Chg.-0.0500 | Bid6:09:45 PM | Ask6:09:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5100EUR | -3.21% | 1.5000 Bid Size: 8,000 |
1.5200 Ask Size: 8,000 |
Gsk PLC ORD 31 1/4P | 13.00 GBP | 9/17/2025 | Call |
Master data
| WKN: | UG08D8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Gsk PLC ORD 31 1/4P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 GBP |
| Maturity: | 9/17/2025 |
| Issue date: | 11/11/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 0.86 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.21 |
| Parity: | 0.86 |
| Time value: | 0.74 |
| Break-even: | 17.02 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 2.56% |
| Delta: | 0.71 |
| Theta: | 0.00 |
| Omega: | 7.26 |
| Rho: | 0.06 |
Quote data
| Open: | 1.5600 |
|---|---|
| High: | 1.5900 |
| Low: | 1.5100 |
| Previous Close: | 1.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.82% | ||
|---|---|---|---|
| 1 Month | -1.95% | ||
| 3 Months | - | ||
| YTD | -6.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.5700 | 1.4800 |
|---|---|---|
| 1M High / 1M Low: | 1.7100 | 1.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/2/2025 | 1.7100 |
| Low (YTD): | 1/14/2025 | 1.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5561 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.71% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |