UC DIS.CERT. 03/25 CALL BAYN
/ DE000UG0EHB2
UC DIS.CERT. 03/25 CALL BAYN/ DE000UG0EHB2 /
| 1/24/2025 9:46:31 PM |
Chg.-0.0500 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.5100EUR |
-3.21% |
1.4900
Bid Size: 20,000 |
1.5100
Ask Size: 20,000 |
BAYER AG NA O.N. |
18.00 EUR |
3/19/2025 |
Call |
Master data
| WKN: |
UG0EHB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
3/19/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
- |
| Historic volatility: |
0.33 |
| Parity: |
2.90 |
| Time value: |
-1.39 |
| Break-even: |
19.51 |
| Moneyness: |
1.16 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.5900 |
| High: |
1.6100 |
| Low: |
1.5100 |
| Previous Close: |
1.5600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.31% |
| 1 Month |
|
|
+45.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
+31.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.6000 |
1.5100 |
| 1M High / 1M Low: |
1.6000 |
1.0900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
1.6000 |
| Low (YTD): |
1/3/2025 |
1.0900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.5520 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.3432 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |