UC WAR. CALL 01/25 BAYN/ DE000UG1BJ80 /
| 03/01/2025 13:41:47 | Chg.- | Bid15:11:57 | Ask03/01/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0160EUR | - | 0.0110 Bid Size: 175,000 |
- Ask Size: 175,000 |
BAYER AG NA O.N. | 21.50 - | 15/01/2025 | Call |
Master data
| WKN: | UG1BJ8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21.50 - |
| Maturity: | 15/01/2025 |
| Issue date: | 16/12/2024 |
| Last trading day: | 06/01/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 312.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.33 |
| Parity: | -1.83 |
| Time value: | 0.06 |
| Break-even: | 21.56 |
| Moneyness: | 0.91 |
| Premium: | 0.10 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.06 |
| Spread %: | 6,200.00% |
| Delta: | 0.10 |
| Theta: | -0.02 |
| Omega: | 31.82 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0100 |
|---|---|
| High: | 0.0160 |
| Low: | 0.0100 |
| Previous Close: | 0.0280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.86% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | -72.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0280 | 0.0160 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | 02/01/2025 | 0.0280 |
| Low (YTD): | 03/01/2025 | 0.0160 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |