UC WAR. CALL 03/25 RITN/ DE000UG0YCC9 /
| 1/22/2025 9:46:36 PM | Chg.+0.0400 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4600EUR | +1.65% | 2.4100 Bid Size: 4,000 |
2.4500 Ask Size: 4,000 |
RICHEMONT N | 145.00 CHF | 3/19/2025 | Call |
Master data
| WKN: | UG0YCC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RICHEMONT N |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 145.00 CHF |
| Maturity: | 3/19/2025 |
| Issue date: | 12/2/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 2.21 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.32 |
| Parity: | 2.21 |
| Time value: | 0.23 |
| Break-even: | 177.92 |
| Moneyness: | 1.14 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 1.67% |
| Delta: | 0.87 |
| Theta: | -0.05 |
| Omega: | 6.26 |
| Rho: | 0.20 |
Quote data
| Open: | 2.3200 |
|---|---|
| High: | 2.5000 |
| Low: | 2.3200 |
| Previous Close: | 2.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.24% | ||
|---|---|---|---|
| 1 Month | +412.50% | ||
| 3 Months | - | ||
| YTD | +402.04% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.4600 | 1.9800 |
|---|---|---|
| 1M High / 1M Low: | 2.4600 | 0.3900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/22/2025 | 2.4600 |
| Low (YTD): | 1/3/2025 | 0.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0172 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 825.21% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |