UC WAR. CALL 01/25 BAYN/ DE000UG0JSQ6 /
| 1/8/2025 9:40:19 PM | Chg.-0.0400 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | -12.12% | 0.1700 Bid Size: 20,000 |
0.4200 Ask Size: 20,000 |
BAYER AG NA O.N. | 20.00 EUR | 1/15/2025 | Call |
Master data
| WKN: | UG0JSQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 EUR |
| Maturity: | 1/15/2025 |
| Issue date: | 11/18/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 43.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.33 |
| Parity: | -0.21 |
| Time value: | 0.45 |
| Break-even: | 20.45 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 4.59 |
| Spread abs.: | 0.25 |
| Spread %: | 125.00% |
| Delta: | 0.45 |
| Theta: | -0.04 |
| Omega: | 19.99 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0100 |
|---|---|
| High: | 0.2900 |
| Low: | 0.0100 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.54% | ||
|---|---|---|---|
| 1 Month | -69.47% | ||
| 3 Months | - | ||
| YTD | +11.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 1.0500 | 0.1400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.3300 |
| Low (YTD): | 1/3/2025 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2325 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4729 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 453.41% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |