UniCredit Put 140 AMD 19.02.2025
/ DE000UG0RBQ5
UniCredit Put 140 AMD 19.02.2025/ DE000UG0RBQ5 /
| 13/01/2025 08:56:11 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ADVANCED MIC.DEV. D... |
140.00 - |
19/02/2025 |
Put |
Master data
| WKN: |
UG0RBQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ADVANCED MIC.DEV. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
19/02/2025 |
| Issue date: |
22/11/2024 |
| Last trading day: |
13/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.44 |
| Parity: |
2.11 |
| Time value: |
0.51 |
| Break-even: |
113.80 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.29 |
| Spread %: |
12.45% |
| Delta: |
-0.69 |
| Theta: |
-0.19 |
| Omega: |
-3.13 |
| Rho: |
-0.08 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
+44.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.55 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
2.55 |
| Low (YTD): |
06/01/2025 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |