UC WAR. CALL 03/25 LXS/ DE000UG0F2J1 /
| 1/24/2025 9:45:19 PM | Chg.+0.2700 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5500EUR | +11.84% | 2.4900 Bid Size: 2,000 |
2.6500 Ask Size: 2,000 |
LANXESS AG | 24.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG0F2J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/14/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.37 |
|---|---|
| Intrinsic value: | 1.49 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.39 |
| Parity: | 1.49 |
| Time value: | 1.16 |
| Break-even: | 26.65 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.16 |
| Spread %: | 6.43% |
| Delta: | 0.67 |
| Theta: | -0.02 |
| Omega: | 6.48 |
| Rho: | 0.02 |
Quote data
| Open: | 2.2800 |
|---|---|
| High: | 2.9500 |
| Low: | 2.2800 |
| Previous Close: | 2.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.24% | ||
|---|---|---|---|
| 1 Month | +55.49% | ||
| 3 Months | - | ||
| YTD | +56.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.9000 | 2.1600 |
|---|---|---|
| 1M High / 1M Low: | 2.9000 | 1.1000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/21/2025 | 2.9000 |
| Low (YTD): | 1/10/2025 | 1.1000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8221 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 285.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |