UC WAR. CALL 02/25 MBG/ DE000UG0NEM7 /
| 1/24/2025 11:40:51 AM | Chg.+0.1400 | Bid1:23:52 PM | Ask11:46:19 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | +30.43% | 0.5600 Bid Size: 250,000 |
- Ask Size: 250,000 |
MERCEDES-BENZ GROUP ... | 52.00 - | 2/19/2025 | Call |
Master data
| WKN: | UG0NEM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 52.00 - |
| Maturity: | 2/19/2025 |
| Issue date: | 11/20/2024 |
| Last trading day: | 1/24/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.48 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.24 |
| Parity: | 0.48 |
| Time value: | 0.13 |
| Break-even: | 58.10 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.08 |
| Spread %: | 15.09% |
| Delta: | 0.76 |
| Theta: | -0.05 |
| Omega: | 7.08 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4700 |
|---|---|
| High: | 0.6300 |
| Low: | 0.4700 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +42.86% | ||
|---|---|---|---|
| 1 Month | +100.00% | ||
| 3 Months | - | ||
| YTD | +66.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.6000 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/24/2025 | 0.6000 |
| Low (YTD): | 1/3/2025 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 312.95% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |