UC WAR. CALL 03/25 OEWA/ DE000UG1GRD0 /
| 1/23/2025 7:46:19 PM | Chg.+0.1000 | Bid1/23/2025 | Ask1/23/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8800EUR | +12.82% | 0.8800 Bid Size: 12,000 |
0.9100 Ask Size: 12,000 |
VERBUND AG INH... | 66.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG1GRD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 12/23/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.62 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.26 |
| Parity: | 0.62 |
| Time value: | 0.17 |
| Break-even: | 73.90 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.06 |
| Spread %: | 8.22% |
| Delta: | 0.77 |
| Theta: | -0.03 |
| Omega: | 7.05 |
| Rho: | 0.07 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.9100 |
| Low: | 0.7300 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.33% | ||
|---|---|---|---|
| 1 Month | +29.41% | ||
| 3 Months | - | ||
| YTD | +23.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/21/2025 | 0.8400 |
| Low (YTD): | 1/10/2025 | 0.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7183 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |