UC WAR. CALL 02/25 SAP/ DE000UG1P3F4 /
| 1/23/2025 9:41:41 AM | Chg.-0.0600 | Bid10:55:13 AM | Ask10:55:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3700EUR | -4.20% | 1.3300 Bid Size: 60,000 |
1.3400 Ask Size: 60,000 |
SAP SE O.N. | 255.00 EUR | 2/19/2025 | Call |
Master data
| WKN: | UG1P3F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 255.00 EUR |
| Maturity: | 2/19/2025 |
| Issue date: | 1/6/2025 |
| Last trading day: | 2/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.23 |
| Parity: | 0.73 |
| Time value: | 0.71 |
| Break-even: | 269.40 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.03 |
| Spread %: | 2.13% |
| Delta: | 0.64 |
| Theta: | -0.19 |
| Omega: | 11.67 |
| Rho: | 0.11 |
Quote data
| Open: | 1.4500 |
|---|---|
| High: | 1.4500 |
| Low: | 1.3700 |
| Previous Close: | 1.4300 |
| Turnover: | 2,175 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.48% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.4300 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1600 | |
| Avg. volume 1W: | 567.4000 | |
| 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: | - |