UC WAR. CALL 02/25 GZF/ DE000UG1DVA5 /
| 1/24/2025 9:45:03 PM | Chg.-0.0300 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -11.11% | 0.2300 Bid Size: 10,000 |
0.2900 Ask Size: 10,000 |
ENGIE S.A. INH. ... | 15.80 EUR | 2/19/2025 | Call |
Master data
| WKN: | UG1DVA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENGIE S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.80 EUR |
| Maturity: | 2/19/2025 |
| Issue date: | 12/18/2024 |
| Last trading day: | 2/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 48.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.16 |
| Parity: | -0.30 |
| Time value: | 0.32 |
| Break-even: | 16.12 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 0.73 |
| Spread abs.: | 0.06 |
| Spread %: | 23.08% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 20.24 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.2400 |
| Low: | 0.1500 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -57.14% | ||
|---|---|---|---|
| 1 Month | +50.00% | ||
| 3 Months | - | ||
| YTD | +26.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/17/2025 | 0.5600 |
| Low (YTD): | 1/22/2025 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3411 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 385.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |