UC WAR. CALL 03/25 BNR/ DE000UG0F0E6 /
| 1/23/2025 9:41:50 AM | Chg.0.0000 | Bid1/23/2025 | Ask1/23/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | 0.00% | 0.1700 Bid Size: 175,000 |
0.1800 Ask Size: 175,000 |
BRENNTAG SE NA O.N. | 58.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG0F0E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 58.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/14/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | -0.20 |
| Time value: | 0.20 |
| Break-even: | 60.00 |
| Moneyness: | 0.97 |
| Premium: | 0.07 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.04 |
| Spread %: | 25.00% |
| Delta: | 0.42 |
| Theta: | -0.03 |
| Omega: | 11.87 |
| Rho: | 0.03 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1300 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.53% | ||
|---|---|---|---|
| 1 Month | -41.38% | ||
| 3 Months | - | ||
| YTD | -46.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.1500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.3400 |
| Low (YTD): | 1/14/2025 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2478 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 214.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |