UC WAR. CALL 01/25 IDP/ DE000UG1DT86 /
| 1/10/2025 8:01:57 AM | Chg.-0.0800 | Bid8:35:54 AM | Ask8:35:54 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -23.53% | 0.2700 Bid Size: 10,000 |
0.3300 Ask Size: 10,000 |
Biogen Inc | 150.00 USD | 1/15/2025 | Call |
Master data
| WKN: | UG1DT8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Biogen Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 USD |
| Maturity: | 1/15/2025 |
| Issue date: | 12/18/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 36.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.24 |
| Parity: | 0.07 |
| Time value: | 0.33 |
| Break-even: | 149.44 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 2.85 |
| Spread abs.: | 0.02 |
| Spread %: | 5.26% |
| Delta: | 0.55 |
| Theta: | -0.30 |
| Omega: | 20.01 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2600 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -55.93% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | -54.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/3/2025 | 0.5900 |
| Low (YTD): | 1/9/2025 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4980 | |
| 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: | - |