UC WAR. CALL 03/25 BNR/ DE000UG04PU8 /
| 1/23/2025 9:40:02 AM | Chg.+0.0100 | Bid1/23/2025 | Ask1/23/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | +10.00% | 0.1100 Bid Size: 175,000 |
0.1200 Ask Size: 175,000 |
BRENNTAG SE NA O.N. | 60.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG04PU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/7/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 43.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | -0.40 |
| Time value: | 0.13 |
| Break-even: | 61.30 |
| Moneyness: | 0.93 |
| Premium: | 0.10 |
| Premium p.a.: | 0.83 |
| Spread abs.: | 0.04 |
| Spread %: | 44.44% |
| Delta: | 0.32 |
| Theta: | -0.02 |
| Omega: | 13.61 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0600 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0600 |
| Previous Close: | 0.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.33% | ||
|---|---|---|---|
| 1 Month | -45.00% | ||
| 3 Months | - | ||
| YTD | -52.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1000 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.0920 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.2300 |
| Low (YTD): | 1/14/2025 | 0.0920 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1673 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 267.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |