UniCredit Call 205 IBM 15.01.2025
/ DE000UG0LYW8
UniCredit Call 205 IBM 15.01.2025/ DE000UG0LYW8 /
| 23/12/2024 08:18:47 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
INTL BUS. MACH. D... |
205.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
UG0LYW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTL BUS. MACH. DL-,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
19/11/2024 |
| Last trading day: |
23/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.22 |
| Parity: |
1.18 |
| Time value: |
0.70 |
| Break-even: |
223.80 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
9.35 |
| Spread abs.: |
0.14 |
| Spread %: |
8.05% |
| Delta: |
0.68 |
| Theta: |
-1.12 |
| Omega: |
7.83 |
| Rho: |
0.02 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-31.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.82 |
1.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |