UC WAR. CALL 03/25 OEWA/ DE000UG088L1 /
| 1/23/2025 7:46:07 PM | Chg.+0.0600 | Bid1/23/2025 | Ask1/23/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | +16.22% | 0.4300 Bid Size: 15,000 |
0.4600 Ask Size: 15,000 |
VERBUND AG INH... | 72.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG088L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 72.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/11/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.26 |
| Parity: | 0.02 |
| Time value: | 0.36 |
| Break-even: | 75.80 |
| Moneyness: | 1.00 |
| Premium: | 0.05 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.06 |
| Spread %: | 18.75% |
| Delta: | 0.55 |
| Theta: | -0.03 |
| Omega: | 10.39 |
| Rho: | 0.05 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.4500 |
| Low: | 0.3100 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +48.28% | ||
|---|---|---|---|
| 1 Month | +30.30% | ||
| 3 Months | - | ||
| YTD | +22.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/3/2025 | 0.4400 |
| Low (YTD): | 1/10/2025 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3428 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |