UC WAR. CALL 03/25 JEN/ DE000UG04RB4 /
| 1/23/2025 9:46:51 AM | Chg.-0.2400 | Bid10:42:18 AM | Ask10:42:18 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2500EUR | -16.11% | 1.2200 Bid Size: 15,000 |
1.2600 Ask Size: 15,000 |
JENOPTIK AG NA O.N. | 22.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG04RB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | JENOPTIK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/7/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.33 |
| Parity: | 0.16 |
| Time value: | 1.43 |
| Break-even: | 23.59 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.20 |
| Spread %: | 14.39% |
| Delta: | 0.56 |
| Theta: | -0.01 |
| Omega: | 7.81 |
| Rho: | 0.02 |
Quote data
| Open: | 1.2500 |
|---|---|
| High: | 1.2500 |
| Low: | 1.2500 |
| Previous Close: | 1.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.34% | ||
|---|---|---|---|
| 1 Month | -35.23% | ||
| 3 Months | - | ||
| YTD | -32.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.6100 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 2.2500 | 1.1400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 2.2500 |
| Low (YTD): | 1/13/2025 | 1.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6333 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 214.00% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |