UC WAR. CALL 03/25 1N8/ DE000UG086L5 /
| 1/23/2025 1:46:05 PM | Chg.+0.0600 | Bid3:39:20 PM | Ask3:39:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4900EUR | +2.47% | 2.4700 Bid Size: 50,000 |
2.4800 Ask Size: 50,000 |
ADYEN N.V. E... | 1,300.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG086L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ADYEN N.V. EO-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,300.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/11/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.33 |
|---|---|
| Intrinsic value: | 2.07 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.41 |
| Parity: | 2.07 |
| Time value: | 0.36 |
| Break-even: | 1,543.00 |
| Moneyness: | 1.16 |
| Premium: | 0.02 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 1.25% |
| Delta: | 0.82 |
| Theta: | -0.76 |
| Omega: | 5.06 |
| Rho: | 1.49 |
Quote data
| Open: | 2.4100 |
|---|---|
| High: | 2.4900 |
| Low: | 2.4100 |
| Previous Close: | 2.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.96% | ||
|---|---|---|---|
| 1 Month | +28.35% | ||
| 3 Months | - | ||
| YTD | +29.02% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.4300 | 2.3500 |
|---|---|---|
| 1M High / 1M Low: | 2.4300 | 1.6700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/22/2025 | 2.4300 |
| Low (YTD): | 1/13/2025 | 1.6700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 133.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |