UC WAR. CALL 03/25 PAH3/ DE000UG0Q1A9 /
| 1/24/2025 7:40:06 PM | Chg.+0.0200 | Bid8:00:04 PM | Ask8:00:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | +5.13% | 0.4000 Bid Size: 45,000 |
0.4100 Ask Size: 45,000 |
PORSCHE AUTOM.HLDG V... | 34.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG0Q1A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PORSCHE AUTOM.HLDG VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/21/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.22 |
| Parity: | 0.30 |
| Time value: | 0.10 |
| Break-even: | 38.00 |
| Moneyness: | 1.09 |
| Premium: | 0.03 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 2.56% |
| Delta: | 0.75 |
| Theta: | -0.02 |
| Omega: | 6.95 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4500 |
| Low: | 0.3800 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.14% | ||
|---|---|---|---|
| 1 Month | +46.43% | ||
| 3 Months | - | ||
| YTD | +13.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.3100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/23/2025 | 0.3900 |
| Low (YTD): | 1/14/2025 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3517 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |