UC WAR. CALL 02/25 MSF/ DE000UG0RDA5 /
| 24/01/2025 21:40:41 | Chg.-0.1300 | Bid21:59:42 | Ask21:59:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8800EUR | -12.87% | 0.9200 Bid Size: 10,000 |
0.9300 Ask Size: 10,000 |
Microsoft Corporatio... | 450.00 USD | 19/02/2025 | Call |
Master data
| WKN: | UG0RDA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Microsoft Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 USD |
| Maturity: | 19/02/2025 |
| Issue date: | 22/11/2024 |
| Last trading day: | 18/02/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 45.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | -0.57 |
| Time value: | 0.93 |
| Break-even: | 438.09 |
| Moneyness: | 0.99 |
| Premium: | 0.04 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.01 |
| Spread %: | 1.09% |
| Delta: | 0.45 |
| Theta: | -0.24 |
| Omega: | 20.34 |
| Rho: | 0.12 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.0500 |
| Low: | 0.8800 |
| Previous Close: | 1.0100 |
| Turnover: | 199.6800 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +51.72% | ||
|---|---|---|---|
| 1 Month | -21.43% | ||
| 3 Months | - | ||
| YTD | +14.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.0600 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.3100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 22/01/2025 | 1.0600 |
| Low (YTD): | 14/01/2025 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8080 | |
| Avg. volume 1W: | 338.2000 | |
| Avg. price 1M: | 0.6226 | |
| Avg. volume 1M: | 89 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 576.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |