UC WAR. CALL 03/25 BSN/ DE000UG14DZ2 /
| 1/8/2025 9:45:57 PM | Chg.-0.0500 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -23.81% | 0.1500 Bid Size: 35,000 |
0.1700 Ask Size: 35,000 |
DANONE S.A. EO -,25 | 66.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG14DZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 12/9/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.12 |
| Parity: | -0.05 |
| Time value: | 0.22 |
| Break-even: | 68.20 |
| Moneyness: | 0.99 |
| Premium: | 0.04 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.02 |
| Spread %: | 10.00% |
| Delta: | 0.51 |
| Theta: | -0.02 |
| Omega: | 15.19 |
| Rho: | 0.06 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1400 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.88% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | -5.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.2100 |
| Low (YTD): | 1/6/2025 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1750 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |