UC WAR. CALL 02/25 DBK/ DE000UG0T5D1 /
| 1/23/2025 9:40:40 AM | Chg.+0.1100 | Bid10:52:16 AM | Ask10:52:16 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4800EUR | +4.64% | 2.5300 Bid Size: 60,000 |
2.5400 Ask Size: 60,000 |
DEUTSCHE BANK AG NA ... | 16.50 EUR | 2/19/2025 | Call |
Master data
| WKN: | UG0T5D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.50 EUR |
| Maturity: | 2/19/2025 |
| Issue date: | 11/25/2024 |
| Last trading day: | 2/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.33 |
|---|---|
| Intrinsic value: | 2.27 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.28 |
| Parity: | 2.27 |
| Time value: | 0.09 |
| Break-even: | 18.86 |
| Moneyness: | 1.14 |
| Premium: | 0.00 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.85% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 7.39 |
| Rho: | 0.01 |
Quote data
| Open: | 2.3600 |
|---|---|
| High: | 2.4800 |
| Low: | 2.3600 |
| Previous Close: | 2.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.50% | ||
|---|---|---|---|
| 1 Month | +249.30% | ||
| 3 Months | - | ||
| YTD | +175.56% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.4500 | 1.9300 |
|---|---|---|
| 1M High / 1M Low: | 2.4500 | 0.7100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/21/2025 | 2.4500 |
| Low (YTD): | 1/2/2025 | 0.8900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4067 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |