UC WAR. CALL 02/25 IBM/ DE000UG1R431 /
| 1/24/2025 9:41:05 PM | Chg.-0.0800 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3200EUR | -5.71% | 1.3600 Bid Size: 15,000 |
1.3700 Ask Size: 15,000 |
International Busine... | 215.00 USD | 2/19/2025 | Call |
Master data
| WKN: | UG1R43 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | International Business Machines Corp |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 215.00 USD |
| Maturity: | 2/19/2025 |
| Issue date: | 1/7/2025 |
| Last trading day: | 2/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.08 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.20 |
| Parity: | 0.93 |
| Time value: | 0.44 |
| Break-even: | 218.56 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.01 |
| Spread %: | 0.74% |
| Delta: | 0.70 |
| Theta: | -0.15 |
| Omega: | 11.02 |
| Rho: | 0.09 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.4600 |
| Low: | 1.3200 |
| Previous Close: | 1.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.69% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.4400 | 1.3100 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3660 | |
| Avg. volume 1W: | 0.0000 | |
| 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: | - |