UniCredit Call 295 ALV 19.02.2025
/ DE000UG0T4R4
UniCredit Call 295 ALV 19.02.2025/ DE000UG0T4R4 /
| 24/01/2025 20:12:25 |
Chg.-0.17 |
Bid20:29:52 |
Ask20:29:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-9.77% |
1.59
Bid Size: 6,000 |
1.62
Ask Size: 6,000 |
ALLIANZ SE NA O.N. |
295.00 EUR |
19/02/2025 |
Call |
Master data
| WKN: |
UG0T4R |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 EUR |
| Maturity: |
19/02/2025 |
| Issue date: |
25/11/2024 |
| Last trading day: |
18/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
1.58 |
| Time value: |
0.23 |
| Break-even: |
313.10 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
3.43% |
| Delta: |
0.83 |
| Theta: |
-0.11 |
| Omega: |
14.24 |
| Rho: |
0.17 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.57 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.30% |
| 1 Month |
|
|
+98.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
+98.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.29 |
| 1M High / 1M Low: |
1.74 |
0.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
1.74 |
| Low (YTD): |
14/01/2025 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |