UC WAR. CALL 01/25 VOW3/ DE000UG0CP17 /
| 1/10/2025 8:02:15 AM | Chg.-0.1100 | Bid8:14:54 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | -13.92% | 0.6900 Bid Size: 15,000 |
- Ask Size: - |
VOLKSWAGEN AG VZO O.... | 82.00 EUR | 1/15/2025 | Call |
Master data
| WKN: | UG0CP1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOLKSWAGEN AG VZO O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 82.00 EUR |
| Maturity: | 1/15/2025 |
| Issue date: | 11/13/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.23 |
| Parity: | 0.73 |
| Time value: | 0.06 |
| Break-even: | 89.90 |
| Moneyness: | 1.09 |
| Premium: | 0.01 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.08 |
| Spread %: | 11.27% |
| Delta: | 0.86 |
| Theta: | -0.14 |
| Omega: | 9.73 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6800 |
| Previous Close: | 0.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.64% | ||
|---|---|---|---|
| 1 Month | +25.93% | ||
| 3 Months | - | ||
| YTD | -10.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/9/2025 | 0.7900 |
| Low (YTD): | 1/3/2025 | 0.5500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7320 | |
| Avg. volume 1W: | 2 | |
| Avg. price 1M: | 0.6583 | |
| Avg. volume 1M: | .5556 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 255.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |