UC WAR. PUT 03/25 BMT/ DE000UG0YCB1 /
| 24/01/2025 21:46:31 | Chg.-0.0500 | Bid21:59:19 | Ask21:59:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | -5.00% | 0.9300 Bid Size: 4,000 |
1.0400 Ask Size: 4,000 |
British American Tob... | 30.00 GBP | 19/03/2025 | Put |
Master data
| WKN: | UG0YCB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 GBP |
| Maturity: | 19/03/2025 |
| Issue date: | 02/12/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -34.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.86 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.19 |
| Parity: | -0.17 |
| Time value: | 1.04 |
| Break-even: | 34.64 |
| Moneyness: | 1.00 |
| Premium: | 0.03 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.11 |
| Spread %: | 11.83% |
| Delta: | -0.44 |
| Theta: | -0.01 |
| Omega: | -15.24 |
| Rho: | -0.02 |
Quote data
| Open: | 0.9500 |
|---|---|
| High: | 1.1800 |
| Low: | 0.8200 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.48% | ||
|---|---|---|---|
| 1 Month | -52.50% | ||
| 3 Months | - | ||
| YTD | -49.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.2800 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | 1.8800 | 0.9500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 16/01/2025 | 1.6700 |
| Low (YTD): | 24/01/2025 | 0.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.99% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |