UC DIS.CERT. 03/25 CALL BAYN
/ DE000UG126D6
UC DIS.CERT. 03/25 CALL BAYN/ DE000UG126D6 /
| 1/24/2025 9:45:52 PM |
Chg.-0.0500 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.7700EUR |
-6.10% |
0.7500
Bid Size: 20,000 |
0.7700
Ask Size: 20,000 |
BAYER AG NA O.N. |
21.00 EUR |
3/19/2025 |
Call |
Master data
| WKN: |
UG126D |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
3/19/2025 |
| Issue date: |
12/5/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
27.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.33 |
| Parity: |
-0.11 |
| Time value: |
0.77 |
| Break-even: |
21.77 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
13.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.8600 |
| High: |
0.8900 |
| Low: |
0.7700 |
| Previous Close: |
0.8200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.23% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
+60.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.9100 |
0.7700 |
| 1M High / 1M Low: |
0.9100 |
0.4200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
0.9100 |
| Low (YTD): |
1/3/2025 |
0.4200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.8340 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.6468 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |