UC WAR. CALL 02/25 GZF/ DE000UG0NCG3 /
| 1/9/2025 9:46:22 PM | Chg.-0.0500 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | -15.63% | 0.2600 Bid Size: 10,000 |
0.3200 Ask Size: 10,000 |
ENGIE S.A. INH. ... | 16.00 EUR | 2/19/2025 | Call |
Master data
| WKN: | UG0NCG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENGIE S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 EUR |
| Maturity: | 2/19/2025 |
| Issue date: | 11/20/2024 |
| Last trading day: | 2/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 42.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.16 |
| Parity: | -0.29 |
| Time value: | 0.37 |
| Break-even: | 16.37 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.06 |
| Spread %: | 19.35% |
| Delta: | 0.44 |
| Theta: | -0.01 |
| Omega: | 18.58 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.3300 |
| Low: | 0.2100 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.39% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | - | ||
| YTD | +92.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/8/2025 | 0.3200 |
| Low (YTD): | 1/2/2025 | 0.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1860 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 321.90% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |