UC WAR. CALL 02/25 MSF/ DE000UG0RD63 /
| 1/24/2025 9:40:22 PM | Chg.-0.2100 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4900EUR | -5.68% | 3.5900 Bid Size: 4,000 |
3.6000 Ask Size: 4,000 |
Microsoft Corporatio... | 410.00 USD | 2/19/2025 | Call |
Master data
| WKN: | UG0RD6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Microsoft Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 410.00 USD |
| Maturity: | 2/19/2025 |
| Issue date: | 11/22/2024 |
| Last trading day: | 2/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.36 |
|---|---|
| Intrinsic value: | 3.25 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.19 |
| Parity: | 3.25 |
| Time value: | 0.35 |
| Break-even: | 426.67 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.01 |
| Spread %: | 0.28% |
| Delta: | 0.85 |
| Theta: | -0.19 |
| Omega: | 9.99 |
| Rho: | 0.22 |
Quote data
| Open: | 3.8300 |
|---|---|
| High: | 3.8300 |
| Low: | 3.4900 |
| Previous Close: | 3.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.74% | ||
|---|---|---|---|
| 1 Month | +3.56% | ||
| 3 Months | - | ||
| YTD | +24.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.7400 | 2.4300 |
|---|---|---|
| 1M High / 1M Low: | 3.7400 | 1.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/22/2025 | 3.7400 |
| Low (YTD): | 1/14/2025 | 1.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2400 | |
| Avg. volume 1W: | 8 | |
| Avg. price 1M: | 2.5858 | |
| Avg. volume 1M: | 6.3158 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 313.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |