UC WAR. CALL 02/25 BAYN/ DE000UG1S9P7 /
| 1/10/2025 3:40:03 PM | Chg.+0.1800 | Bid4:06:11 PM | Ask4:06:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | +50.00% | 0.5000 Bid Size: 150,000 |
0.5100 Ask Size: 150,000 |
BAYER AG NA O.N. | 21.50 EUR | 2/19/2025 | Call |
Master data
| WKN: | UG1S9P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21.50 EUR |
| Maturity: | 2/19/2025 |
| Issue date: | 1/8/2025 |
| Last trading day: | 2/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 50.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.33 |
| Parity: | -1.74 |
| Time value: | 0.39 |
| Break-even: | 21.89 |
| Moneyness: | 0.92 |
| Premium: | 0.11 |
| Premium p.a.: | 1.55 |
| Spread abs.: | 0.06 |
| Spread %: | 18.18% |
| Delta: | 0.28 |
| Theta: | -0.01 |
| Omega: | 13.96 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.5400 |
| Low: | 0.2700 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| 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: | - |