UC WAR. CALL 02/25 BAYN/ DE000UG0NAL7 /
| 12/30/2024 11:41:10 AM | Chg.- | Bid1:02:24 PM | Ask12:01:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0750EUR | - | 0.0700 Bid Size: 175,000 |
- Ask Size: 175,000 |
BAYER AG NA O.N. | 26.00 - | 2/19/2025 | Call |
Master data
| WKN: | UG0NAL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 - |
| Maturity: | 2/19/2025 |
| Issue date: | 11/20/2024 |
| Last trading day: | 12/30/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 251.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.33 |
| Parity: | -5.11 |
| Time value: | 0.08 |
| Break-even: | 26.08 |
| Moneyness: | 0.80 |
| Premium: | 0.25 |
| Premium p.a.: | 24.48 |
| Spread abs.: | 0.01 |
| Spread %: | 18.57% |
| Delta: | 0.07 |
| Theta: | -0.01 |
| Omega: | 17.21 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0100 |
|---|---|
| High: | 0.0750 |
| Low: | 0.0100 |
| Previous Close: | 0.0760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -9.64% | ||
| 3 Months | - | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.0760 | 0.0750 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.0755 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |