UC WAR. CALL 02/25 SAP/ DE000UG0NGC3 /
| 23/01/2025 09:40:48 | Chg.-0.0600 | Bid10:21:44 | Ask10:21:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5000EUR | -2.34% | 2.4300 Bid Size: 45,000 |
2.4400 Ask Size: 45,000 |
SAP SE O.N. | 240.00 EUR | 19/02/2025 | Call |
Master data
| WKN: | UG0NGC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 EUR |
| Maturity: | 19/02/2025 |
| Issue date: | 20/11/2024 |
| Last trading day: | 18/02/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.33 |
|---|---|
| Intrinsic value: | 2.23 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.23 |
| Parity: | 2.23 |
| Time value: | 0.33 |
| Break-even: | 265.60 |
| Moneyness: | 1.09 |
| Premium: | 0.01 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 1.19% |
| Delta: | 0.82 |
| Theta: | -0.15 |
| Omega: | 8.41 |
| Rho: | 0.14 |
Quote data
| Open: | 2.5200 |
|---|---|
| High: | 2.5200 |
| Low: | 2.5000 |
| Previous Close: | 2.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.63% | ||
|---|---|---|---|
| 1 Month | +133.64% | ||
| 3 Months | - | ||
| YTD | +165.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.5600 | 1.9900 |
|---|---|---|
| 1M High / 1M Low: | 2.5600 | 0.8200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 22/01/2025 | 2.5600 |
| Low (YTD): | 03/01/2025 | 0.8200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1740 | |
| Avg. volume 1W: | 20 | |
| Avg. price 1M: | 1.4872 | |
| Avg. volume 1M: | 192.4444 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 191.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |