UC WAR. CALL 03/25 BAYN/ DE000UG0NAM5 /
| 1/24/2025 9:40:43 PM | Chg.-0.0200 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | -4.35% | 0.4100 Bid Size: 20,000 |
0.4500 Ask Size: 20,000 |
BAYER AG NA O.N. | 24.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG0NAM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BAYER AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/20/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 46.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.33 |
| Parity: | -3.11 |
| Time value: | 0.45 |
| Break-even: | 24.45 |
| Moneyness: | 0.87 |
| Premium: | 0.17 |
| Premium p.a.: | 1.95 |
| Spread abs.: | 0.04 |
| Spread %: | 9.76% |
| Delta: | 0.24 |
| Theta: | -0.01 |
| Omega: | 11.00 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4000 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.73% | ||
|---|---|---|---|
| 1 Month | +69.23% | ||
| 3 Months | - | ||
| YTD | +51.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/21/2025 | 0.5600 |
| Low (YTD): | 1/3/2025 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4920 | |
| Avg. volume 1W: | 240 | |
| Avg. price 1M: | 0.3879 | |
| Avg. volume 1M: | 63.1579 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 295.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |