UC WAR. CALL 02/25 SAP/ DE000UG1SBA5 /
| 1/23/2025 9:40:43 AM | Chg.-0.0500 | Bid10:35:59 AM | Ask10:35:59 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8500EUR | -5.56% | 0.8200 Bid Size: 80,000 |
0.8300 Ask Size: 80,000 |
SAP SE O.N. | 265.00 EUR | 2/19/2025 | Call |
Master data
| WKN: | UG1SBA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 265.00 EUR |
| Maturity: | 2/19/2025 |
| Issue date: | 1/8/2025 |
| Last trading day: | 2/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | -0.27 |
| Time value: | 0.90 |
| Break-even: | 274.00 |
| Moneyness: | 0.99 |
| Premium: | 0.04 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.03 |
| Spread %: | 3.45% |
| Delta: | 0.48 |
| Theta: | -0.19 |
| Omega: | 14.13 |
| Rho: | 0.09 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.8500 |
| Low: | 0.8500 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.79% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9000 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7180 | |
| Avg. volume 1W: | 0.0000 | |
| 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: | - |