UC WAR. CALL 03/25 AIL/ DE000UG0T2Y4 /
| 1/24/2025 9:45:35 PM | Chg.+0.2300 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2200EUR | +23.23% | 1.1900 Bid Size: 6,000 |
1.2500 Ask Size: 6,000 |
AIR LIQUIDE INH. EO ... | 155.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG0T2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AIR LIQUIDE INH. EO 5,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 155.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/25/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.67 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 0.67 |
| Time value: | 0.35 |
| Break-even: | 165.20 |
| Moneyness: | 1.04 |
| Premium: | 0.02 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.06 |
| Spread %: | 6.25% |
| Delta: | 0.71 |
| Theta: | -0.06 |
| Omega: | 11.25 |
| Rho: | 0.15 |
Quote data
| Open: | 1.0200 |
|---|---|
| High: | 1.2200 |
| Low: | 1.0200 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.23% | ||
|---|---|---|---|
| 1 Month | +87.69% | ||
| 3 Months | - | ||
| YTD | +82.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.0300 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.0300 | 0.6300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/20/2025 | 1.0300 |
| Low (YTD): | 1/3/2025 | 0.6300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8017 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 199.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |